+59.0%
BMY vs WELL
+475.7%
-416.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +1.8% | +3.0% | -1.3% | +1.2% |
| 30D | +6.2% | +10.2% | -4.0% | +4.4% |
| 3M | -2.1% | +6.1% | -8.3% | -3.2% |
| 6M | +14.3% | +16.6% | -2.4% | +11.1% |
| YTD | +21.6% | +35.3% | -13.7% | +15.2% |
| 1Y | +38.8% | +31.5% | +7.3% | +32.1% |
| 3Y | +42.9% | +206.5% | -163.5% | +18.1% |
| 5Y | +30.1% | +222.0% | -191.9% | +5.7% |
| All | +59.0% | +475.7% | -416.7% | +20.0% |
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