+42.0%
BMY vs SAP
+72.5%
-30.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -1.4% | +1.6% | -3.0% | -1.5% |
| 30D | +5.1% | +10.5% | -5.4% | +4.3% |
| 3M | -3.0% | +15.2% | -18.2% | -4.1% |
| 6M | +13.1% | +36.7% | -23.6% | +9.9% |
| YTD | +20.3% | -0.6% | +20.9% | +19.2% |
| 1Y | +39.0% | -4.1% | +43.1% | +38.1% |
| 3Y | +42.0% | +73.2% | -31.3% | +41.0% |
| All | +42.0% | +72.5% | -30.5% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling