+23.9%
BMY vs WBD
+5.3%
+18.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.1% |
| 7D | -6.4% | -0.6% | -5.8% | -6.3% |
| 30D | +0.2% | +4.2% | -4.0% | 0.0% |
| 3M | +16.0% | +7.5% | +8.4% | +15.4% |
| 6M | +8.3% | +1.6% | +6.7% | +8.2% |
| YTD | +22.2% | -2.2% | +24.3% | +22.3% |
| 1Y | +41.7% | +124.9% | -83.2% | +33.9% |
| 3Y | +20.7% | +149.1% | -128.4% | +10.8% |
| 5Y | +23.9% | +7.8% | +16.1% | +16.7% |
| All | +23.9% | +5.3% | +18.6% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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