+524.5%
GLW vs BMY
+59.8%
+464.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -5.1% |
| 7D | +7.5% | +2.1% | +5.4% | +6.8% |
| 30D | -19.0% | +7.0% | -26.0% | -21.0% |
| 3M | -27.9% | -0.9% | -27.0% | -28.3% |
| 6M | -44.6% | +14.9% | -59.5% | -48.0% |
| YTD | +31.0% | +22.8% | +8.2% | +20.0% |
| 1Y | +39.7% | +36.2% | +3.5% | +23.0% |
| 3Y | +338.2% | +45.7% | +292.5% | +261.8% |
| 5Y | +228.4% | +31.3% | +197.1% | +178.8% |
| All | +524.5% | +59.8% | +464.7% | +391.6% |
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