+466.9%
BMY vs SGI
+1,798.9%
-1,332.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +2.1% | -5.3% | +7.4% | +2.6% |
| 30D | +7.0% | -2.1% | +9.1% | +7.2% |
| 3M | -0.9% | -8.2% | +7.3% | -0.1% |
| 6M | +14.9% | -4.6% | +19.5% | +15.1% |
| YTD | +22.8% | -31.5% | +54.3% | +26.9% |
| 1Y | +36.2% | -30.8% | +67.1% | +40.6% |
| 3Y | +45.7% | +67.2% | -21.5% | +35.7% |
| 5Y | +31.3% | +42.5% | -11.2% | +21.8% |
| 10Y | +60.6% | +321.9% | -261.3% | +24.1% |
| All | +466.9% | +1,798.9% | -1,332.0% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling