+22.3%
BMY vs SO
+61.3%
-39.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.6% |
| 7D | -3.3% | +1.0% | -4.4% | -3.7% |
| 30D | 0.0% | -3.2% | +3.2% | +1.1% |
| 3M | +17.7% | -1.7% | +19.4% | +18.4% |
| 6M | +9.6% | -7.2% | +16.8% | +12.5% |
| YTD | +24.0% | +4.6% | +19.4% | +22.0% |
| 1Y | +45.1% | +1.2% | +43.9% | +44.3% |
| 3Y | +22.5% | +45.3% | -22.8% | +9.2% |
| 5Y | +22.3% | +58.7% | -36.4% | +3.6% |
| All | +22.3% | +61.3% | -39.0% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling