+35.6%
BMY vs SPGI
+32.5%
+3.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +4.1% | +18.4% | -14.3% | +0.8% |
| 3M | -2.1% | +15.7% | -17.8% | -4.8% |
| 6M | +12.2% | +17.3% | -5.1% | +8.6% |
| YTD | +20.3% | -4.7% | +25.1% | +21.5% |
| 1Y | +39.2% | +1.8% | +37.4% | +37.8% |
| 3Y | +35.6% | +31.7% | +3.9% | +24.0% |
| All | +35.6% | +32.5% | +3.1% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling