+1,271.1%
BMY vs SM
+1,608.3%
-337.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.7% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +5.0% | +26.3% | -21.3% | +3.5% |
| 3M | +19.4% | +8.7% | +10.7% | +18.5% |
| 6M | +9.5% | +51.7% | -42.1% | +6.3% |
| YTD | +28.1% | +99.0% | -71.0% | +22.1% |
| 1Y | +50.0% | +34.6% | +15.4% | +46.1% |
| 3Y | +24.1% | -7.8% | +31.8% | +22.2% |
| 5Y | +25.0% | +104.8% | -79.8% | +14.6% |
| 10Y | +68.7% | +7.2% | +61.4% | +40.0% |
| All | +1,271.1% | +1,608.3% | -337.2% | +710.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling