+382.5%
GLW vs BMY
+22.9%
+359.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.2% | +10.7% | +8.0% |
| 7D | +14.0% | -3.3% | +17.3% | +14.5% |
| 30D | +0.4% | 0.0% | +0.4% | +0.2% |
| 3M | -11.3% | +17.7% | -29.1% | -14.1% |
| 6M | +35.1% | +9.6% | +25.4% | +32.6% |
| YTD | +90.5% | +24.0% | +66.6% | +83.2% |
| 1Y | +132.0% | +45.1% | +86.9% | +116.6% |
| 3Y | +463.3% | +22.5% | +440.8% | +445.1% |
| 5Y | +382.5% | +22.3% | +360.2% | +387.1% |
| All | +382.5% | +22.9% | +359.6% | +387.1% |
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