+1,749.1%
BMY vs SAN
+2,116.5%
-367.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +0.4% | +1.8% | -1.4% | 0.0% |
| 30D | +5.0% | +2.0% | +3.0% | +4.6% |
| 3M | +19.4% | +19.7% | -0.3% | +15.1% |
| 6M | +9.5% | +30.6% | -21.1% | +3.6% |
| YTD | +28.1% | +28.8% | -0.8% | +21.1% |
| 1Y | +50.0% | +57.8% | -7.8% | +36.2% |
| 3Y | +24.1% | +338.1% | -314.1% | -9.1% |
| 5Y | +25.0% | +384.2% | -359.2% | -12.7% |
| 10Y | +68.7% | +353.1% | -284.5% | +13.0% |
| All | +1,749.1% | +2,116.5% | -367.3% | +776.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling