+45.6%
BMY vs SFM
-35.8%
+81.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.7% |
| 7D | +6.0% | -12.3% | +18.2% | +6.7% |
| 30D | +9.1% | -16.2% | +25.4% | +10.5% |
| 3M | -2.6% | -36.8% | +34.2% | +1.0% |
| 6M | +13.1% | -32.6% | +45.7% | +16.6% |
| YTD | +23.0% | -31.7% | +54.7% | +26.0% |
| 1Y | +45.6% | -35.0% | +80.6% | +48.9% |
| All | +45.6% | -35.8% | +81.4% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling