+20.7%
BMY vs SIRI
-23.3%
+44.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | -6.4% | -3.0% | -3.4% | -6.0% |
| 30D | +0.2% | +1.3% | -1.1% | 0.0% |
| 3M | +16.0% | +5.6% | +10.3% | +15.1% |
| 6M | +8.3% | +35.2% | -26.8% | +4.1% |
| YTD | +22.2% | +49.1% | -26.9% | +15.8% |
| 1Y | +41.7% | +26.8% | +14.9% | +36.6% |
| All | +20.7% | -23.3% | +44.0% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 3y: compounded portfolio wealth divided by compounded SIRI 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…
3y analysis · Full analysis span regression · 6 months rolling