+64.6%
BMY vs SPGI
+287.8%
-223.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.1% | +0.2% |
| 7D | -4.8% | -3.1% | -1.7% | -4.0% |
| 30D | -0.7% | +2.0% | -2.7% | -1.2% |
| 3M | +15.3% | +4.3% | +11.0% | +13.6% |
| 6M | +8.5% | -0.2% | +8.8% | +8.0% |
| YTD | +23.4% | -14.8% | +38.2% | +27.4% |
| 1Y | +42.9% | -18.5% | +61.5% | +49.2% |
| 3Y | +22.0% | +16.0% | +6.0% | +14.3% |
| 5Y | +24.3% | +2.2% | +22.1% | +19.2% |
| 10Y | +64.6% | +296.4% | -231.8% | +9.1% |
| All | +64.6% | +287.8% | -223.2% | +9.1% |
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