+64.6%
BMY vs SAP
+175.9%
-111.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | -0.7% | +0.3% | -0.9% | -0.8% |
| 3M | +15.3% | +16.9% | -1.6% | +11.8% |
| 6M | +8.5% | +6.3% | +2.2% | +6.6% |
| YTD | +23.4% | -12.4% | +35.9% | +25.1% |
| 1Y | +42.9% | -21.6% | +64.5% | +47.8% |
| 3Y | +22.0% | +54.8% | -32.8% | +7.6% |
| 5Y | +24.3% | +56.2% | -31.8% | +8.4% |
| 10Y | +64.6% | +179.0% | -114.5% | +14.7% |
| All | +64.6% | +175.9% | -111.3% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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