+30.9%
BMY vs SHEL
+164.9%
-134.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +2.1% | +0.8% | +1.3% | +2.0% |
| 30D | +7.0% | -3.6% | +10.6% | +7.4% |
| 3M | -0.9% | +12.0% | -12.9% | -2.3% |
| 6M | +14.9% | +19.7% | -4.8% | +12.2% |
| YTD | +22.8% | +39.6% | -16.8% | +17.5% |
| 1Y | +36.2% | +36.4% | -0.2% | +30.7% |
| 3Y | +45.7% | +70.2% | -24.5% | +35.7% |
| All | +30.9% | +164.9% | -134.1% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling