+59.0%
BMY vs SPG
+116.1%
-57.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +1.0% |
| 7D | +1.8% | +5.6% | -3.8% | +1.0% |
| 30D | +6.2% | +17.6% | -11.4% | +3.8% |
| 3M | -2.1% | +7.5% | -9.6% | -3.2% |
| 6M | +14.3% | +18.5% | -4.3% | +11.5% |
| YTD | +21.6% | +30.9% | -9.3% | +17.0% |
| 1Y | +38.8% | +34.1% | +4.7% | +33.1% |
| 3Y | +42.9% | +135.5% | -92.6% | +27.3% |
| 5Y | +30.1% | +86.5% | -56.5% | +17.8% |
| All | +59.0% | +116.1% | -57.1% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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