+18.6%
BMY vs S
-51.7%
+70.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +2.1% | +2.0% | +0.1% | +2.1% |
| 30D | +7.0% | -2.7% | +9.7% | +7.0% |
| 3M | -0.9% | -6.9% | +6.0% | -0.9% |
| 6M | +14.9% | +38.1% | -23.1% | +14.8% |
| YTD | +22.8% | +48.0% | -25.2% | +22.6% |
| 1Y | +36.2% | +34.5% | +1.8% | +36.0% |
| 3Y | +45.7% | +38.3% | +7.4% | +44.9% |
| 5Y | +31.3% | -70.9% | +102.2% | +30.9% |
| All | +18.6% | -51.7% | +70.3% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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