+22.5%
BMY vs SM
-2.8%
+25.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.8% | -3.4% |
| 7D | -3.3% | -0.2% | -3.2% | -3.3% |
| 30D | 0.0% | +31.5% | -31.6% | -1.6% |
| 3M | +17.7% | +17.3% | +0.4% | +16.3% |
| 6M | +9.6% | +48.5% | -38.9% | +6.2% |
| YTD | +24.0% | +106.3% | -82.3% | +16.9% |
| 1Y | +45.1% | +47.3% | -2.2% | +40.3% |
| 3Y | +22.5% | -1.4% | +23.9% | +17.8% |
| All | +22.5% | -2.8% | +25.2% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling