+28.3%
BMY vs SO
+46.3%
-18.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.5% |
| 7D | +0.4% | -0.2% | +0.5% | +0.4% |
| 30D | +5.0% | -4.6% | +9.6% | +7.1% |
| 3M | +19.4% | -3.0% | +22.4% | +20.9% |
| 6M | +9.5% | -8.3% | +17.8% | +13.5% |
| YTD | +28.1% | +3.5% | +24.5% | +26.3% |
| 1Y | +50.0% | -0.9% | +50.9% | +50.5% |
| All | +28.3% | +46.3% | -18.0% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling