+22.3%
BMY vs SAN
+381.9%
-359.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -3.3% | +3.3% | -6.7% | -3.7% |
| 30D | 0.0% | +1.1% | -1.1% | -0.2% |
| 3M | +17.7% | +22.2% | -4.5% | +15.2% |
| 6M | +9.6% | +36.0% | -26.4% | +6.0% |
| YTD | +24.0% | +28.2% | -4.3% | +20.3% |
| 1Y | +45.1% | +54.1% | -9.0% | +38.4% |
| 3Y | +22.5% | +354.2% | -331.8% | +4.9% |
| 5Y | +22.3% | +387.3% | -365.0% | +3.6% |
| All | +22.3% | +381.9% | -359.7% | +3.6% |
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 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