+133.2%
BMY vs SFM
+132.6%
+0.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.7% | -2.1% |
| 7D | +0.4% | -0.1% | +0.4% | +0.4% |
| 30D | +5.0% | -4.4% | +9.4% | +5.3% |
| 3M | +19.4% | +1.5% | +17.9% | +19.0% |
| 6M | +9.5% | +6.5% | +3.1% | +8.6% |
| YTD | +28.1% | +2.2% | +25.9% | +27.2% |
| 1Y | +50.0% | -41.9% | +91.9% | +55.3% |
| 3Y | +24.1% | +106.8% | -82.7% | +12.8% |
| 5Y | +25.0% | +231.6% | -206.6% | +6.9% |
| 10Y | +68.7% | +258.4% | -189.8% | +37.9% |
| All | +133.2% | +132.6% | +0.6% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling