+3,093.2%
GLW vs BMY
+1,668.5%
+1,424.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.1% |
| 7D | -13.9% | -0.5% | -13.4% | -13.9% |
| 30D | -35.0% | +4.1% | -39.1% | -36.1% |
| 3M | -32.4% | -2.1% | -30.2% | -32.5% |
| 6M | -41.3% | +12.2% | -53.5% | -44.4% |
| YTD | +21.8% | +20.3% | +1.5% | +13.0% |
| 1Y | +21.8% | +39.2% | -17.3% | +7.5% |
| 3Y | +307.7% | +35.6% | +272.1% | +252.8% |
| 5Y | +213.7% | +28.6% | +185.1% | +173.8% |
| 10Y | +509.3% | +73.9% | +435.4% | +375.7% |
| All | +3,093.2% | +1,668.5% | +1,424.8% | +702.4% |
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