+24.3%
BMY vs SIRI
-41.5%
+65.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -4.8% | +0.6% | -5.3% | -4.8% |
| 30D | -0.1% | +2.5% | -2.6% | -0.4% |
| 3M | +13.1% | +6.6% | +6.5% | +12.2% |
| 6M | +8.4% | +32.9% | -24.5% | +4.8% |
| YTD | +22.0% | +50.5% | -28.5% | +16.1% |
| 1Y | +40.3% | +28.0% | +12.3% | +35.7% |
| 3Y | +20.5% | -22.4% | +42.9% | +19.5% |
| All | +24.3% | -41.5% | +65.8% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling