+19.7%
GS vs BMY
+45.9%
-26.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.5% | +3.3% |
| 7D | +0.3% | +6.0% | -5.7% | 0.0% |
| 30D | +3.9% | +9.1% | -5.3% | +3.5% |
| 3M | -11.4% | -2.6% | -8.9% | -11.3% |
| 6M | +3.7% | +13.1% | -9.4% | +3.2% |
| YTD | +7.1% | +23.0% | -15.9% | +4.9% |
| 1Y | +19.7% | +45.6% | -25.9% | +9.9% |
| All | +19.7% | +45.9% | -26.2% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling