+22.3%
BMY vs SM
+111.2%
-88.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.8% | -3.3% |
| 7D | -3.3% | -0.2% | -3.2% | -3.3% |
| 30D | 0.0% | +31.5% | -31.6% | -1.1% |
| 3M | +17.7% | +17.3% | +0.4% | +16.8% |
| 6M | +9.6% | +48.5% | -38.9% | +7.6% |
| YTD | +24.0% | +106.3% | -82.3% | +19.9% |
| 1Y | +45.1% | +47.3% | -2.2% | +42.1% |
| 3Y | +22.5% | -1.4% | +23.9% | +20.4% |
| 5Y | +22.3% | +114.0% | -91.8% | +17.2% |
| All | +22.3% | +111.2% | -88.9% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling