+32.6%
BMY vs SPGI
+0.4%
+32.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +10.0% | +14.3% | -4.3% | +8.5% |
| 3M | -1.2% | +14.5% | -15.7% | -2.4% |
| 6M | +12.8% | +17.3% | -4.5% | +11.2% |
| YTD | +20.7% | -4.6% | +25.3% | +21.1% |
| 1Y | +32.6% | +0.8% | +31.9% | +27.6% |
| All | +32.6% | +0.4% | +32.3% | +27.6% |
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