+64.6%
BMY vs SO
+155.9%
-91.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -0.7% | -2.5% | +1.8% | +0.1% |
| 3M | +15.3% | -4.2% | +19.5% | +16.8% |
| 6M | +8.5% | -7.7% | +16.2% | +11.2% |
| YTD | +23.4% | +3.8% | +19.6% | +21.9% |
| 1Y | +42.9% | +0.1% | +42.9% | +42.7% |
| 3Y | +22.0% | +44.2% | -22.2% | +9.1% |
| 5Y | +24.3% | +57.9% | -33.5% | +7.5% |
| 10Y | +64.6% | +162.0% | -97.4% | +32.1% |
| All | +64.6% | +155.9% | -91.3% | +32.1% |
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