+170.6%
BMY vs SBAC
+2,232.4%
-2,061.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +1.8% | +3.6% | -1.9% | +1.5% |
| 30D | +6.2% | +4.9% | +1.3% | +5.8% |
| 3M | -2.1% | +6.5% | -8.6% | -2.7% |
| 6M | +14.3% | -11.1% | +25.4% | +15.1% |
| YTD | +21.6% | +0.9% | +20.7% | +21.0% |
| 1Y | +38.8% | -1.6% | +40.4% | +38.4% |
| 3Y | +42.9% | -7.0% | +49.9% | +42.7% |
| 5Y | +30.1% | -39.2% | +69.3% | +33.3% |
| 10Y | +58.2% | +111.4% | -53.2% | +47.8% |
| All | +170.6% | +2,232.4% | -2,061.8% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling