+1,398.7%
BMY vs SPG
+5,961.7%
-4,563.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.9% |
| 7D | +1.8% | +5.6% | -3.8% | +0.7% |
| 30D | +6.2% | +17.6% | -11.4% | +3.1% |
| 3M | -2.1% | +7.5% | -9.6% | -3.5% |
| 6M | +14.3% | +18.5% | -4.3% | +10.7% |
| YTD | +21.6% | +30.9% | -9.3% | +15.6% |
| 1Y | +38.8% | +34.1% | +4.7% | +31.4% |
| 3Y | +42.9% | +135.5% | -92.6% | +21.5% |
| 5Y | +30.1% | +86.5% | -56.5% | +13.7% |
| 10Y | +58.2% | +116.1% | -57.9% | +25.3% |
| All | +1,398.7% | +5,961.7% | -4,563.0% | +521.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling