+30.1%
BMY vs SAN
+298.8%
-268.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +1.8% | +10.8% | -9.0% | +0.7% |
| 30D | +6.2% | -5.7% | +12.0% | +6.7% |
| 3M | -2.1% | -13.4% | +11.3% | -0.9% |
| 6M | +14.3% | +3.5% | +10.7% | +13.5% |
| YTD | +21.6% | +9.7% | +11.9% | +19.8% |
| 1Y | +38.8% | +20.9% | +17.9% | +35.5% |
| 3Y | +42.9% | +254.3% | -211.3% | +25.7% |
| 5Y | +30.1% | +304.2% | -274.2% | +14.2% |
| All | +30.1% | +298.8% | -268.7% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling