+151.2%
GE vs BMY
+57.0%
+94.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -3.2% |
| 7D | +5.1% | -1.3% | +6.4% | +5.5% |
| 30D | +7.6% | +10.0% | -2.4% | +4.5% |
| 3M | -9.3% | -1.2% | -8.1% | -9.3% |
| 6M | +11.5% | +12.8% | -1.3% | +6.9% |
| YTD | +7.9% | +20.7% | -12.8% | +1.3% |
| 1Y | +7.6% | +32.6% | -25.0% | -1.8% |
| 3Y | +265.9% | +41.8% | +224.0% | +216.2% |
| 5Y | +405.9% | +29.0% | +376.9% | +345.7% |
| All | +151.2% | +57.0% | +94.3% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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