+49.2%
BMY vs SPMO
+575.8%
-526.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | -3.3% | +3.4% | -6.7% | -4.3% |
| 30D | 0.0% | +0.5% | -0.6% | -0.3% |
| 3M | +17.7% | +1.9% | +15.8% | +16.0% |
| 6M | +9.6% | +27.8% | -18.2% | -0.8% |
| YTD | +24.0% | +26.7% | -2.7% | +12.4% |
| 1Y | +45.1% | +28.9% | +16.2% | +30.5% |
| 3Y | +22.5% | +160.7% | -138.2% | -19.8% |
| 5Y | +22.3% | +150.2% | -127.9% | -19.3% |
| 10Y | +62.0% | +517.5% | -455.6% | -21.1% |
| All | +49.2% | +575.8% | -526.6% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling