+60.1%
BMY vs SBAC
+114.8%
-54.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | +2.1% | +0.6% | +1.5% | +2.0% |
| 30D | +7.0% | +5.5% | +1.5% | +5.9% |
| 3M | -0.9% | +3.1% | -3.9% | -1.6% |
| 6M | +14.9% | -7.0% | +22.0% | +16.1% |
| YTD | +22.8% | +0.5% | +22.3% | +21.6% |
| 1Y | +36.2% | +0.2% | +36.0% | +34.9% |
| 3Y | +45.7% | -7.4% | +53.0% | +45.3% |
| 5Y | +31.3% | -39.7% | +71.0% | +41.4% |
| All | +60.1% | +114.8% | -54.7% | +52.1% |
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