+1,637.4%
BMY vs SPGI
+14,867.5%
-13,230.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +4.1% | +18.4% | -14.3% | -0.7% |
| 3M | -2.1% | +15.7% | -17.8% | -6.1% |
| 6M | +12.2% | +17.3% | -5.1% | +6.8% |
| YTD | +20.3% | -4.7% | +25.1% | +20.4% |
| 1Y | +39.2% | +1.8% | +37.4% | +36.7% |
| 3Y | +35.6% | +31.7% | +3.9% | +22.7% |
| 5Y | +28.6% | +12.1% | +16.5% | +19.5% |
| 10Y | +73.9% | +341.9% | -268.1% | +5.3% |
| All | +1,637.4% | +14,867.5% | -13,230.0% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling