+58.2%
BMY vs SPGI
+335.3%
-277.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +1.8% | +1.6% | +0.2% | +1.4% |
| 30D | +6.2% | +16.1% | -9.9% | +2.2% |
| 3M | -2.1% | +15.5% | -17.6% | -5.8% |
| 6M | +14.3% | +19.6% | -5.4% | +8.5% |
| YTD | +21.6% | -3.6% | +25.2% | +21.6% |
| 1Y | +38.8% | +2.2% | +36.6% | +36.4% |
| 3Y | +42.9% | +30.1% | +12.8% | +30.1% |
| 5Y | +30.1% | +14.9% | +15.1% | +21.2% |
| 10Y | +58.2% | +334.0% | -275.8% | +5.6% |
| All | +58.2% | +335.3% | -277.1% | +5.6% |
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