+24.3%
BMY vs SPMO
+149.5%
-125.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -4.8% | -0.9% | -3.8% | -4.7% |
| 30D | -0.1% | -1.9% | +1.8% | +0.1% |
| 3M | +13.1% | -1.4% | +14.5% | +12.8% |
| 6M | +8.4% | +25.5% | -17.1% | +3.4% |
| YTD | +22.0% | +24.8% | -2.9% | +16.4% |
| 1Y | +40.3% | +24.5% | +15.8% | +33.7% |
| 3Y | +20.5% | +157.1% | -136.6% | -6.8% |
| All | +24.3% | +149.5% | -125.2% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling