+60.7%
BMY vs SHEL
+214.0%
-153.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -4.8% | +4.1% | -8.9% | -5.4% |
| 30D | -0.1% | +8.4% | -8.5% | -1.5% |
| 3M | +13.1% | +13.7% | -0.6% | +10.5% |
| 6M | +8.4% | +12.7% | -4.3% | +6.0% |
| YTD | +22.0% | +35.3% | -13.3% | +15.3% |
| 1Y | +40.3% | +39.4% | +0.9% | +31.8% |
| 3Y | +20.5% | +71.5% | -50.9% | +8.6% |
| 5Y | +23.7% | +195.0% | -171.3% | -1.0% |
| All | +60.7% | +214.0% | -153.3% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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