+50.0%
BMY vs SN
+46.4%
+3.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.8% |
| 7D | +0.4% | -9.3% | +9.7% | +0.7% |
| 30D | +5.0% | -4.8% | +9.8% | +5.2% |
| 3M | +19.4% | +40.4% | -21.0% | +16.9% |
| 6M | +9.5% | +50.9% | -41.4% | +6.4% |
| YTD | +28.1% | +54.9% | -26.9% | +24.2% |
| 1Y | +50.0% | +43.0% | +7.0% | +34.4% |
| All | +50.0% | +46.4% | +3.6% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling