+60.7%
BMY vs SGI
+270.1%
-209.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -4.8% | -4.5% | -0.3% | -4.3% |
| 30D | -0.1% | +4.2% | -4.3% | -0.5% |
| 3M | +13.1% | -7.4% | +20.6% | +13.8% |
| 6M | +8.4% | -15.1% | +23.5% | +9.7% |
| YTD | +22.0% | -24.7% | +46.7% | +24.7% |
| 1Y | +40.3% | -21.8% | +62.0% | +42.6% |
| 3Y | +20.5% | +50.0% | -29.5% | +14.2% |
| 5Y | +23.7% | +48.9% | -25.2% | +15.6% |
| All | +60.7% | +270.1% | -209.3% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling