+37.5%
BMY vs SE
+569.0%
-531.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | -0.2% |
| 7D | -4.8% | -3.6% | -1.2% | -4.6% |
| 30D | -0.7% | -5.3% | +4.6% | -0.5% |
| 3M | +15.3% | +28.1% | -12.8% | +13.6% |
| 6M | +8.5% | +20.7% | -12.1% | +7.1% |
| YTD | +23.4% | -14.8% | +38.2% | +23.8% |
| 1Y | +42.9% | -43.6% | +86.5% | +46.2% |
| 3Y | +22.0% | +184.2% | -162.2% | +12.5% |
| 5Y | +24.3% | -66.3% | +90.6% | +28.3% |
| All | +37.5% | +569.0% | -531.5% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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