+42.9%
BMY vs SFM
+19.7%
+23.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.1% |
| 7D | +1.8% | -6.9% | +8.7% | +2.1% |
| 30D | +6.2% | -25.0% | +31.2% | +7.2% |
| 3M | -2.1% | -42.7% | +40.6% | -0.4% |
| 6M | +14.3% | -41.0% | +55.3% | +16.1% |
| YTD | +21.6% | -38.7% | +60.3% | +23.3% |
| 1Y | +38.8% | -38.1% | +76.9% | +40.8% |
| 3Y | +42.9% | +19.3% | +23.6% | +19.5% |
| All | +42.9% | +19.7% | +23.2% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling