+1,031.7%
BMY vs SAP
+2,435.9%
-1,404.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | +1.8% | +1.5% | +0.3% | +1.5% |
| 30D | +6.2% | +8.8% | -2.6% | +4.8% |
| 3M | -2.1% | +12.1% | -14.2% | -4.0% |
| 6M | +14.3% | +34.6% | -20.3% | +8.3% |
| YTD | +21.6% | -2.1% | +23.7% | +20.6% |
| 1Y | +38.8% | -5.5% | +44.3% | +38.5% |
| 3Y | +42.9% | +67.4% | -24.5% | +28.1% |
| 5Y | +30.1% | +74.6% | -44.5% | +14.2% |
| 10Y | +58.2% | +224.0% | -165.8% | +22.8% |
| All | +1,031.7% | +2,435.9% | -1,404.2% | +505.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling