+13.3%
BMY vs SMR
+7.6%
+5.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.4% |
| 7D | -4.8% | +13.1% | -17.9% | -4.9% |
| 30D | -0.7% | +17.8% | -18.4% | -0.7% |
| 3M | +15.3% | +8.1% | +7.2% | +15.2% |
| 6M | +8.5% | -11.1% | +19.6% | +8.4% |
| YTD | +23.4% | -23.7% | +47.2% | +23.4% |
| 1Y | +42.9% | -69.4% | +112.3% | +43.3% |
| 3Y | +22.0% | +82.6% | -60.6% | +14.0% |
| All | +13.3% | +7.6% | +5.7% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling