+60.1%
BMY vs SPGI
+333.9%
-273.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | +2.1% | +1.2% | +0.8% | +1.7% |
| 30D | +7.0% | +15.9% | -8.9% | +3.0% |
| 3M | -0.9% | +12.3% | -13.2% | -3.9% |
| 6M | +14.9% | +23.7% | -8.8% | +8.2% |
| YTD | +22.8% | -3.5% | +26.4% | +22.8% |
| 1Y | +36.2% | +0.4% | +35.8% | +34.6% |
| 3Y | +45.7% | +29.9% | +15.8% | +32.7% |
| 5Y | +31.3% | +15.2% | +16.1% | +22.3% |
| All | +60.1% | +333.9% | -273.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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