+11.9%
BMY vs SMR
-14.3%
+26.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.7% | +15.5% | -0.1% |
| 7D | -4.8% | -11.2% | +6.5% | -4.7% |
| 30D | -0.1% | -10.2% | +10.1% | -0.1% |
| 3M | +13.1% | -10.0% | +23.1% | +13.1% |
| 6M | +8.4% | -30.5% | +38.9% | +8.4% |
| YTD | +22.0% | -39.2% | +61.2% | +22.0% |
| 1Y | +40.3% | -75.5% | +115.8% | +40.7% |
| 3Y | +20.5% | +45.4% | -24.9% | +12.8% |
| All | +11.9% | -14.3% | +26.2% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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