+19.8%
BMY vs SN
+496.6%
-476.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.2% |
| 7D | -3.3% | +0.1% | -3.5% | -3.3% |
| 30D | 0.0% | -5.6% | +5.6% | +0.2% |
| 3M | +17.7% | +48.1% | -30.3% | +14.9% |
| 6M | +9.6% | +57.6% | -48.0% | +6.4% |
| YTD | +24.0% | +56.5% | -32.5% | +20.3% |
| 1Y | +45.1% | +52.6% | -7.4% | +40.9% |
| 3Y | +22.5% | +412.0% | -389.5% | +7.2% |
| All | +19.8% | +496.6% | -476.9% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling