+123.6%
BMY vs SFM
+48.8%
+74.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | +1.7% |
| 7D | +2.1% | +6.0% | -4.0% | +1.6% |
| 30D | +7.0% | -19.5% | +26.5% | +8.5% |
| 3M | -0.9% | -37.0% | +36.2% | +2.3% |
| 6M | +14.9% | -41.0% | +55.9% | +19.0% |
| YTD | +22.8% | -34.6% | +57.5% | +25.9% |
| 1Y | +36.2% | -36.3% | +72.5% | +39.9% |
| 3Y | +45.7% | +24.5% | +21.1% | +37.5% |
| 5Y | +31.3% | +115.9% | -84.6% | +15.7% |
| 10Y | +60.6% | +139.5% | -78.9% | +35.1% |
| All | +123.6% | +48.8% | +74.8% | +99.1% |
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