+46.1%
BMY vs SITM
+4,789.7%
-4,743.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.4% |
| 7D | -4.8% | +3.9% | -8.6% | -4.9% |
| 30D | -0.1% | -6.6% | +6.5% | +0.1% |
| 3M | +13.1% | -11.9% | +25.0% | +13.1% |
| 6M | +8.4% | +81.1% | -72.7% | +4.9% |
| YTD | +22.0% | +80.0% | -58.0% | +17.9% |
| 1Y | +40.3% | +145.8% | -105.5% | +33.6% |
| 3Y | +20.5% | +475.9% | -455.4% | +8.1% |
| 5Y | +23.7% | +189.2% | -165.5% | +10.8% |
| All | +46.1% | +4,789.7% | -4,743.6% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling