+28.6%
BMY vs SPGI
+11.1%
+17.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.3% |
| 3M | -2.1% | +15.7% | -17.8% | -4.5% |
| 6M | +12.2% | +17.3% | -5.1% | +9.1% |
| YTD | +20.3% | -4.7% | +25.1% | +20.8% |
| 1Y | +39.2% | +1.8% | +37.4% | +37.9% |
| 3Y | +35.6% | +31.7% | +3.9% | +29.1% |
| All | +28.6% | +11.1% | +17.5% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling