+606.9%
GEV vs BMY
+35.6%
+571.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.9% |
| 7D | -1.9% | -6.4% | +4.5% | -2.1% |
| 30D | -8.7% | +0.2% | -8.9% | -8.7% |
| 3M | +6.6% | +16.0% | -9.3% | +7.1% |
| 6M | +10.2% | +8.3% | +1.9% | +10.8% |
| YTD | +41.6% | +22.2% | +19.4% | +42.8% |
| 1Y | +43.9% | +41.7% | +2.2% | +45.6% |
| All | +606.9% | +35.6% | +571.4% | +612.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling