+42.9%
BMY vs SPG
+19.3%
+23.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.7% |
| 7D | -4.8% | -1.7% | -3.2% | -4.1% |
| 30D | -0.7% | -6.3% | +5.6% | +2.3% |
| 3M | +15.3% | -2.4% | +17.8% | +16.4% |
| 6M | +8.5% | +9.6% | -1.1% | +3.9% |
| YTD | +23.4% | +14.2% | +9.2% | +17.0% |
| 1Y | +42.9% | +19.3% | +23.6% | +34.0% |
| All | +42.9% | +19.3% | +23.7% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling