+60.7%
BMY vs SPMO
+517.6%
-456.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -4.8% | -0.9% | -3.8% | -4.5% |
| 30D | -0.1% | -1.9% | +1.8% | +0.4% |
| 3M | +13.1% | -1.4% | +14.5% | +12.6% |
| 6M | +8.4% | +25.5% | -17.1% | -1.6% |
| YTD | +22.0% | +24.8% | -2.9% | +10.8% |
| 1Y | +40.3% | +24.5% | +15.8% | +27.4% |
| 3Y | +20.5% | +157.1% | -136.6% | -21.7% |
| 5Y | +23.7% | +149.5% | -125.8% | -19.4% |
| All | +60.7% | +517.6% | -456.9% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling