+42.9%
BMY vs SPGI
-18.0%
+60.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.1% | -0.1% |
| 7D | -4.8% | -3.1% | -1.7% | -4.4% |
| 30D | -0.7% | +2.0% | -2.7% | -0.9% |
| 3M | +15.3% | +4.3% | +11.0% | +14.7% |
| 6M | +8.5% | -0.2% | +8.8% | +8.4% |
| YTD | +23.4% | -14.8% | +38.2% | +26.9% |
| 1Y | +42.9% | -18.5% | +61.5% | +44.6% |
| All | +42.9% | -18.0% | +60.9% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling