+428.1%
WMT vs BMY
+63.7%
+364.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | 0.0% | -4.8% | +4.8% | +0.9% |
| 30D | -7.4% | -0.1% | -7.3% | -7.4% |
| 3M | -10.9% | +13.1% | -24.0% | -13.0% |
| 6M | -12.7% | +8.4% | -21.1% | -14.2% |
| YTD | -3.2% | +22.0% | -25.2% | -6.9% |
| 1Y | +5.3% | +40.3% | -35.0% | -1.5% |
| 3Y | +101.9% | +20.5% | +81.3% | +92.5% |
| 5Y | +134.6% | +23.7% | +110.8% | +121.0% |
| All | +428.1% | +63.7% | +364.4% | +372.1% |
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 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