+64.6%
BMY vs SM
+16.0%
+48.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -0.7% | +20.3% | -21.0% | -1.3% |
| 3M | +15.3% | +22.9% | -7.6% | +14.3% |
| 6M | +8.5% | +47.8% | -39.3% | +6.7% |
| YTD | +23.4% | +107.5% | -84.0% | +19.7% |
| 1Y | +42.9% | +51.7% | -8.8% | +40.1% |
| 3Y | +22.0% | -0.9% | +22.8% | +20.5% |
| 5Y | +24.3% | +112.2% | -87.9% | +18.2% |
| 10Y | +64.6% | +20.3% | +44.3% | +43.7% |
| All | +64.6% | +16.0% | +48.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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