+64.6%
BMY vs WELL
+340.0%
-275.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | -4.8% | -1.1% | -3.7% | -4.6% |
| 30D | -0.7% | +0.7% | -1.4% | -0.8% |
| 3M | +15.3% | +14.5% | +0.8% | +12.6% |
| 6M | +8.5% | +14.4% | -5.9% | +6.0% |
| YTD | +23.4% | +28.5% | -5.0% | +18.2% |
| 1Y | +42.9% | +41.8% | +1.2% | +34.7% |
| 3Y | +22.0% | +202.8% | -180.9% | +1.5% |
| 5Y | +24.3% | +208.8% | -184.5% | +2.3% |
| 10Y | +64.6% | +356.5% | -291.9% | +25.8% |
| All | +64.6% | +340.0% | -275.4% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling