+42.9%
BMY vs WELL
+207.2%
-164.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +1.8% | +2.7% | -0.9% | +1.0% |
| 30D | +6.2% | +9.8% | -3.6% | +3.5% |
| 3M | -2.1% | +5.8% | -7.9% | -3.7% |
| 6M | +14.3% | +16.2% | -2.0% | +9.3% |
| YTD | +21.6% | +34.9% | -13.3% | +12.0% |
| 1Y | +38.8% | +31.0% | +7.8% | +28.8% |
| 3Y | +42.9% | +205.4% | -162.5% | +13.1% |
| All | +42.9% | +207.2% | -164.2% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling