+867.9%
GLW vs BMY
+61.9%
+806.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +16.9% | -4.8% | +21.7% | +18.5% |
| 30D | +7.0% | -0.7% | +7.6% | +6.8% |
| 3M | -3.0% | +15.3% | -18.3% | -8.2% |
| 6M | +31.0% | +8.5% | +22.4% | +26.0% |
| YTD | +93.4% | +23.4% | +70.0% | +78.2% |
| 1Y | +134.7% | +42.9% | +91.8% | +104.6% |
| 3Y | +471.8% | +22.0% | +449.8% | +416.1% |
| 5Y | +394.5% | +24.3% | +370.1% | +336.1% |
| 10Y | +867.9% | +64.6% | +803.3% | +674.3% |
| All | +867.9% | +61.9% | +806.1% | +674.3% |
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