+59.3%
BMY vs SAN
+275.0%
-215.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.0% | +3.4% | -5.4% | -2.5% |
| 30D | +9.3% | -6.3% | +15.5% | +10.2% |
| 3M | -0.1% | -14.1% | +14.0% | +2.0% |
| 6M | +15.5% | +4.2% | +11.3% | +14.2% |
| YTD | +21.8% | +9.0% | +12.8% | +19.2% |
| 1Y | +34.9% | +18.8% | +16.1% | +30.3% |
| 3Y | +43.2% | +252.0% | -208.8% | +15.4% |
| 5Y | +30.7% | +299.5% | -268.7% | +1.3% |
| 10Y | +59.3% | +276.7% | -217.4% | +27.6% |
| All | +59.3% | +275.0% | -215.7% | +27.6% |
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