+60.1%
BMY vs SO
+197.2%
-137.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | +2.1% | +1.4% | +0.7% | +1.6% |
| 30D | +7.0% | +4.7% | +2.3% | +5.4% |
| 3M | -0.9% | +1.7% | -2.6% | -1.5% |
| 6M | +14.9% | +2.2% | +12.8% | +14.1% |
| YTD | +22.8% | +10.0% | +12.9% | +19.0% |
| 1Y | +36.2% | +6.0% | +30.2% | +33.5% |
| 3Y | +45.7% | +54.1% | -8.4% | +27.2% |
| 5Y | +31.3% | +79.6% | -48.4% | +8.4% |
| All | +60.1% | +197.2% | -137.1% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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