+185.0%
BMY vs SBAC
+2,208.1%
-2,023.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | +0.4% | -0.8% | +1.2% | +0.4% |
| 30D | +5.0% | +6.9% | -1.9% | +4.5% |
| 3M | +19.4% | -8.2% | +27.6% | +20.1% |
| 6M | +9.5% | -1.6% | +11.2% | +9.4% |
| YTD | +28.1% | -0.1% | +28.2% | +27.6% |
| 1Y | +50.0% | -0.5% | +50.4% | +49.5% |
| 3Y | +24.1% | -9.1% | +33.1% | +24.1% |
| 5Y | +25.0% | -43.8% | +68.8% | +28.9% |
| 10Y | +68.7% | +80.5% | -11.9% | +59.3% |
| All | +185.0% | +2,208.1% | -2,023.2% | +108.4% |
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