+1,188.3%
BMY vs SM
+1,264.2%
-76.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | -1.4% | -22.3% | +20.9% | -0.1% |
| 30D | +5.1% | -21.4% | +26.5% | +6.4% |
| 3M | -3.0% | +1.4% | -4.3% | -3.4% |
| 6M | +13.1% | +0.1% | +12.9% | +12.4% |
| YTD | +20.3% | +59.0% | -38.6% | +15.9% |
| 1Y | +39.0% | +64.3% | -25.3% | +33.5% |
| 3Y | +42.0% | -13.1% | +55.1% | +40.0% |
| 5Y | +28.5% | -13.9% | +42.4% | +24.2% |
| 10Y | +57.5% | +1.7% | +55.8% | +30.6% |
| All | +1,188.3% | +1,264.2% | -76.0% | +669.8% |
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