+16.3%
BMY vs SN
+681.9%
-665.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.2% |
| 7D | -1.4% | +7.6% | -9.0% | -1.9% |
| 30D | +5.1% | +24.1% | -19.0% | +3.7% |
| 3M | -3.0% | +23.7% | -26.7% | -4.3% |
| 6M | +13.1% | +105.5% | -92.5% | +8.0% |
| YTD | +20.3% | +105.1% | -84.8% | +14.8% |
| 1Y | +39.0% | +148.3% | -109.3% | +31.3% |
| 3Y | +42.0% | +438.7% | -396.7% | +23.5% |
| All | +16.3% | +681.9% | -665.7% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling