+32.6%
BMY vs SAP
-5.9%
+38.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.3% | -3.9% | +2.6% | -0.9% |
| 30D | +10.0% | +6.5% | +3.5% | +9.3% |
| 3M | -1.2% | +14.7% | -15.8% | -2.4% |
| 6M | +12.8% | +39.9% | -27.1% | +8.6% |
| YTD | +20.7% | -2.0% | +22.6% | +20.7% |
| 1Y | +32.6% | -6.0% | +38.6% | +37.1% |
| All | +32.6% | -5.9% | +38.6% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling