+1,091.8%
BMY vs SAP
+2,233.8%
-1,141.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +0.4% | -2.9% | +3.3% | +0.8% |
| 30D | +5.0% | +9.0% | -4.0% | +3.5% |
| 3M | +19.4% | +14.9% | +4.4% | +16.3% |
| 6M | +9.5% | +11.9% | -2.4% | +6.8% |
| YTD | +28.1% | -9.9% | +38.0% | +28.8% |
| 1Y | +50.0% | -19.5% | +69.5% | +53.6% |
| 3Y | +24.1% | +61.8% | -37.7% | +11.8% |
| 5Y | +25.0% | +56.2% | -31.2% | +11.8% |
| 10Y | +68.7% | +180.6% | -111.9% | +34.0% |
| All | +1,091.8% | +2,233.8% | -1,141.9% | +546.6% |
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