+462.2%
BMY vs SGI
+1,852.9%
-1,390.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | -2.0% | -10.5% | +8.5% | -0.9% |
| 30D | +9.3% | +0.1% | +9.1% | +9.2% |
| 3M | -0.1% | -4.0% | +3.9% | +0.2% |
| 6M | +15.5% | -5.6% | +21.1% | +15.8% |
| YTD | +21.8% | -29.5% | +51.3% | +25.5% |
| 1Y | +34.9% | -31.5% | +66.4% | +39.3% |
| 3Y | +43.2% | +71.6% | -28.4% | +33.0% |
| 5Y | +30.7% | +50.5% | -19.8% | +20.6% |
| 10Y | +59.3% | +333.9% | -274.6% | +22.7% |
| All | +462.2% | +1,852.9% | -1,390.7% | +201.4% |
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