+131.4%
WMT vs BMY
+22.8%
+108.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -2.5% | -6.4% | +3.9% | -1.5% |
| 30D | -6.4% | +0.2% | -6.6% | -6.4% |
| 3M | -12.1% | +16.0% | -28.1% | -13.9% |
| 6M | -15.0% | +8.3% | -23.3% | -16.0% |
| YTD | -4.5% | +22.2% | -26.7% | -7.0% |
| 1Y | +6.2% | +41.7% | -35.5% | +1.5% |
| 3Y | +99.9% | +20.7% | +79.2% | +96.0% |
| 5Y | +131.4% | +23.9% | +107.5% | +125.5% |
| All | +131.4% | +22.8% | +108.7% | +125.5% |
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