+15.9%
GS vs BMY
+39.1%
-23.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +0.8% | -1.4% | +2.2% | +0.9% |
| 30D | +1.2% | +5.1% | -3.9% | +1.1% |
| 3M | -12.4% | -3.0% | -9.4% | -12.1% |
| 6M | -2.3% | +13.1% | -15.4% | -3.0% |
| YTD | +4.6% | +20.3% | -15.7% | +2.7% |
| All | +15.9% | +39.1% | -23.2% | +9.2% |
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