+22.3%
BMY vs SFM
+219.5%
-197.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -2.9% |
| 7D | -3.3% | -5.8% | +2.5% | -3.1% |
| 30D | 0.0% | -11.4% | +11.3% | +0.5% |
| 3M | +17.7% | -12.2% | +29.9% | +18.3% |
| 6M | +9.6% | -5.2% | +14.8% | +9.6% |
| YTD | +24.0% | -4.5% | +28.5% | +23.9% |
| 1Y | +45.1% | -45.4% | +90.5% | +49.1% |
| 3Y | +22.5% | +91.1% | -68.6% | +13.8% |
| 5Y | +22.3% | +226.8% | -204.5% | +9.3% |
| All | +22.3% | +219.5% | -197.2% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling