+1,637.4%
BMY vs SO
+6,268.1%
-4,630.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -0.5% | -1.5% | +0.9% | 0.0% |
| 30D | +4.1% | +8.1% | -4.0% | +1.4% |
| 3M | -2.1% | +0.2% | -2.3% | -2.3% |
| 6M | +12.2% | +0.4% | +11.8% | +12.0% |
| YTD | +20.3% | +8.5% | +11.8% | +16.8% |
| 1Y | +39.2% | +4.9% | +34.3% | +36.6% |
| 3Y | +35.6% | +47.9% | -12.3% | +18.1% |
| 5Y | +28.6% | +75.7% | -47.1% | +4.4% |
| 10Y | +73.9% | +178.0% | -104.1% | +16.1% |
| All | +1,637.4% | +6,268.1% | -4,630.6% | +236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling