+22.3%
BMY vs SAP
+56.2%
-33.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.1% |
| 7D | -3.3% | -0.3% | -3.1% | -3.3% |
| 30D | 0.0% | +2.6% | -2.6% | -0.3% |
| 3M | +17.7% | +16.3% | +1.5% | +16.0% |
| 6M | +9.6% | +6.4% | +3.2% | +8.6% |
| YTD | +24.0% | -11.4% | +35.4% | +24.3% |
| 1Y | +45.1% | -20.4% | +65.5% | +46.5% |
| 3Y | +22.5% | +56.5% | -34.0% | +17.1% |
| 5Y | +22.3% | +56.8% | -34.5% | +16.7% |
| All | +22.3% | +56.2% | -33.9% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling