+45.7%
BMY vs SMR
+125.1%
-79.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +1.8% |
| 7D | +2.1% | -8.3% | +10.3% | +2.0% |
| 30D | +7.0% | -20.1% | +27.1% | +6.9% |
| 3M | -0.9% | -52.7% | +51.8% | -1.1% |
| 6M | +14.9% | -61.0% | +76.0% | +14.7% |
| YTD | +22.8% | -67.1% | +89.9% | +22.5% |
| 1Y | +36.2% | -79.9% | +116.1% | +35.6% |
| 3Y | +45.7% | +101.7% | -56.0% | +34.9% |
| All | +45.7% | +125.1% | -79.4% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling