+2,832.6%
GE vs BMY
+1,673.6%
+1,159.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -3.1% |
| 7D | +5.1% | -1.3% | +6.4% | +5.6% |
| 30D | +7.6% | +10.0% | -2.4% | +3.7% |
| 3M | -9.3% | -1.2% | -8.1% | -9.3% |
| 6M | +11.5% | +12.8% | -1.3% | +5.8% |
| YTD | +7.9% | +20.7% | -12.8% | -0.3% |
| 1Y | +7.6% | +32.6% | -25.0% | -4.1% |
| 3Y | +265.9% | +41.8% | +224.0% | +205.8% |
| 5Y | +405.9% | +29.0% | +376.9% | +332.5% |
| 10Y | +149.6% | +57.8% | +91.8% | +92.4% |
| All | +2,832.6% | +1,673.6% | +1,159.0% | +551.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling