+22.5%
BMY vs SPG
+112.2%
-89.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.6% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | 0.0% | -4.9% | +4.9% | +1.7% |
| 3M | +17.7% | +3.3% | +14.4% | +16.4% |
| 6M | +9.6% | +11.2% | -1.6% | +5.8% |
| YTD | +24.0% | +17.1% | +6.9% | +17.7% |
| 1Y | +45.1% | +21.6% | +23.5% | +36.1% |
| 3Y | +22.5% | +111.9% | -89.4% | -1.9% |
| All | +22.5% | +112.2% | -89.7% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling