+23.9%
BMY vs SITM
+176.0%
-152.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | -6.4% | +4.8% | -11.2% | -6.4% |
| 30D | +0.2% | -9.7% | +9.9% | +0.3% |
| 3M | +16.0% | -9.3% | +25.3% | +15.8% |
| 6M | +8.3% | +69.5% | -61.2% | +7.1% |
| YTD | +22.2% | +70.5% | -48.3% | +20.8% |
| 1Y | +41.7% | +145.3% | -103.6% | +39.7% |
| 3Y | +20.7% | +432.8% | -412.1% | +17.7% |
| 5Y | +23.9% | +174.0% | -150.1% | +19.9% |
| All | +23.9% | +176.0% | -152.1% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling