+22.3%
BMY vs W
-63.0%
+85.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.2% |
| 7D | -3.3% | +6.5% | -9.8% | -3.5% |
| 30D | 0.0% | -6.2% | +6.2% | +0.2% |
| 3M | +17.7% | +48.9% | -31.1% | +15.8% |
| 6M | +9.6% | +31.2% | -21.6% | +8.1% |
| YTD | +24.0% | -0.4% | +24.4% | +23.3% |
| 1Y | +45.1% | +14.8% | +30.3% | +43.2% |
| 3Y | +22.5% | +40.5% | -18.0% | +17.1% |
| 5Y | +22.3% | -62.1% | +84.4% | +19.0% |
| All | +22.3% | -63.0% | +85.3% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling