+1,673.5%
BMY vs SHEL
+2,650.9%
-977.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | +7.0% | -3.6% | +10.6% | +7.6% |
| 3M | -0.9% | +12.0% | -12.9% | -3.1% |
| 6M | +14.9% | +19.7% | -4.8% | +10.9% |
| YTD | +22.8% | +39.6% | -16.8% | +14.9% |
| 1Y | +36.2% | +36.4% | -0.2% | +28.0% |
| 3Y | +45.7% | +70.2% | -24.5% | +30.8% |
| 5Y | +31.3% | +169.2% | -138.0% | +6.6% |
| 10Y | +60.6% | +217.1% | -156.5% | +21.2% |
| All | +1,673.5% | +2,650.9% | -977.4% | +993.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling