+475.3%
BMY vs WBD
+288.3%
+187.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -4.8% | -1.7% | -3.1% | -4.6% |
| 30D | -0.7% | +3.9% | -4.5% | -1.1% |
| 3M | +15.3% | +5.1% | +10.2% | +14.6% |
| 6M | +8.5% | +0.6% | +8.0% | +8.4% |
| YTD | +23.4% | -3.2% | +26.6% | +23.8% |
| 1Y | +42.9% | +127.7% | -84.7% | +26.9% |
| 3Y | +22.0% | +146.6% | -124.6% | +3.4% |
| 5Y | +24.3% | +4.2% | +20.1% | +14.5% |
| 10Y | +64.6% | +13.7% | +50.9% | +34.6% |
| All | +475.3% | +288.3% | +187.0% | +222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling