+64.6%
BMY vs SAN
+329.5%
-265.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | -0.7% | -0.1% | -0.6% | -0.7% |
| 3M | +15.3% | +19.6% | -4.3% | +12.0% |
| 6M | +8.5% | +32.7% | -24.1% | +3.6% |
| YTD | +23.4% | +26.7% | -3.2% | +18.4% |
| 1Y | +42.9% | +51.6% | -8.7% | +33.2% |
| 3Y | +22.0% | +348.7% | -326.8% | -5.3% |
| 5Y | +24.3% | +378.7% | -354.4% | -6.5% |
| 10Y | +64.6% | +336.9% | -272.3% | +22.3% |
| All | +64.6% | +329.5% | -265.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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