+22.3%
BMY vs SBAC
-43.9%
+66.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -3.3% | -0.1% | -3.3% | -3.3% |
| 30D | 0.0% | +3.2% | -3.3% | -0.6% |
| 3M | +17.7% | -5.1% | +22.8% | +18.5% |
| 6M | +9.6% | -2.1% | +11.7% | +9.8% |
| YTD | +24.0% | -0.5% | +24.5% | +23.8% |
| 1Y | +45.1% | +1.1% | +44.0% | +44.3% |
| 3Y | +22.5% | -7.4% | +29.9% | +23.2% |
| 5Y | +22.3% | -44.3% | +66.6% | +30.6% |
| All | +22.3% | -43.9% | +66.2% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling