+45.6%
BMY vs SITM
+47.5%
-2.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.4% | +13.4% | +4.0% |
| 7D | +6.0% | -19.5% | +25.5% | +6.0% |
| 30D | +9.1% | -43.2% | +52.4% | +9.6% |
| 3M | -2.6% | -30.8% | +28.3% | -2.6% |
| 6M | +13.1% | -28.6% | +41.7% | +11.1% |
| YTD | +23.0% | +14.2% | +8.8% | +16.3% |
| 1Y | +45.6% | +44.4% | +1.2% | +35.4% |
| All | +45.6% | +47.5% | -2.0% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling