+30.1%
BMY vs SFM
+100.9%
-70.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.5% |
| 3M | -2.1% | -42.7% | +40.6% | +0.2% |
| 6M | +14.3% | -41.0% | +55.3% | +16.7% |
| YTD | +21.6% | -38.7% | +60.3% | +23.9% |
| 1Y | +38.8% | -38.1% | +76.9% | +41.3% |
| 3Y | +42.9% | +19.3% | +23.6% | +35.6% |
| 5Y | +30.1% | +103.1% | -73.1% | +23.4% |
| All | +30.1% | +100.9% | -70.9% | +23.4% |
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