+30.5%
BMY vs SPG
+85.9%
-55.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.9% |
| 7D | +1.8% | +5.6% | -3.8% | +0.4% |
| 30D | +6.2% | +17.6% | -11.4% | +2.2% |
| 3M | -2.1% | +7.5% | -9.6% | -3.9% |
| 6M | +14.3% | +18.5% | -4.3% | +9.7% |
| YTD | +21.6% | +30.9% | -9.3% | +14.2% |
| 1Y | +38.8% | +34.1% | +4.7% | +29.7% |
| 3Y | +42.9% | +135.5% | -92.6% | +20.7% |
| All | +30.5% | +85.9% | -55.4% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling