+64.6%
BMY vs SFM
+280.6%
-216.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.2% |
| 7D | -4.8% | -7.2% | +2.4% | -4.3% |
| 30D | -0.7% | -14.3% | +13.7% | +0.3% |
| 3M | +15.3% | -13.7% | +29.1% | +16.3% |
| 6M | +8.5% | -6.0% | +14.6% | +8.7% |
| YTD | +23.4% | -8.2% | +31.7% | +23.7% |
| 1Y | +42.9% | -46.2% | +89.2% | +48.4% |
| 3Y | +22.0% | +83.6% | -61.6% | +12.3% |
| 5Y | +24.3% | +212.7% | -188.4% | +7.4% |
| 10Y | +64.6% | +273.0% | -208.4% | +35.2% |
| All | +64.6% | +280.6% | -216.0% | +35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling