+61.0%
BMY vs SBAC
+83.0%
-22.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.5% |
| 7D | -6.4% | -5.3% | -1.1% | -5.4% |
| 30D | +0.2% | +0.4% | -0.2% | +0.1% |
| 3M | +16.0% | -11.9% | +27.8% | +18.6% |
| 6M | +8.3% | -4.5% | +12.8% | +8.7% |
| YTD | +22.2% | -4.3% | +26.5% | +22.3% |
| 1Y | +41.7% | -3.9% | +45.6% | +41.6% |
| 3Y | +20.7% | -11.0% | +31.7% | +21.4% |
| 5Y | +23.9% | -44.1% | +68.0% | +35.3% |
| All | +61.0% | +83.0% | -22.0% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling