+32.6%
BMY vs SAN
+13.0%
+19.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.5% |
| 7D | -1.3% | +1.0% | -2.3% | -1.4% |
| 30D | +10.0% | -9.4% | +19.3% | +11.2% |
| 3M | -1.2% | -17.1% | +16.0% | +1.2% |
| 6M | +12.8% | +2.2% | +10.6% | +11.2% |
| YTD | +20.7% | +6.0% | +14.7% | +17.8% |
| 1Y | +32.6% | +12.7% | +19.9% | +28.1% |
| All | +32.6% | +13.0% | +19.6% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling