+1,354.9%
BMY vs SIRI
-18.6%
+1,373.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -4.8% | -3.9% | -0.9% | -4.6% |
| 30D | -0.7% | -0.8% | +0.2% | -0.6% |
| 3M | +15.3% | +4.3% | +11.0% | +15.1% |
| 6M | +8.5% | +34.1% | -25.5% | +7.2% |
| YTD | +23.4% | +47.3% | -23.9% | +21.4% |
| 1Y | +42.9% | +22.9% | +20.0% | +41.5% |
| 3Y | +22.0% | -24.6% | +46.5% | +22.1% |
| 5Y | +24.3% | -43.2% | +67.5% | +25.0% |
| 10Y | +64.6% | -12.3% | +76.9% | +62.6% |
| All | +1,354.9% | -18.6% | +1,373.5% | +1,216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling