+2,938.0%
GE vs BMY
+1,690.4%
+1,247.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +4.0% | -2.0% | +6.0% | +4.8% |
| 30D | +11.1% | +9.3% | +1.8% | +7.3% |
| 3M | -6.7% | -0.1% | -6.7% | -7.1% |
| 6M | +14.3% | +15.5% | -1.2% | +7.5% |
| YTD | +11.7% | +21.8% | -10.1% | +2.9% |
| 1Y | +10.9% | +34.9% | -24.0% | -1.8% |
| 3Y | +279.0% | +43.2% | +235.8% | +215.6% |
| 5Y | +427.0% | +30.7% | +396.3% | +348.2% |
| 10Y | +158.6% | +59.3% | +99.3% | +98.6% |
| All | +2,938.0% | +1,690.4% | +1,247.6% | +572.2% |
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