+38.1%
BMY vs SPOT
+265.4%
-227.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.1% |
| 7D | +1.8% | +1.0% | +0.7% | +1.7% |
| 30D | +6.2% | +14.6% | -8.3% | +5.7% |
| 3M | -2.1% | +18.4% | -20.6% | -2.7% |
| 6M | +14.3% | +45.1% | -30.8% | +12.8% |
| YTD | +21.6% | +4.4% | +17.2% | +21.1% |
| 1Y | +38.8% | -2.7% | +41.5% | +38.5% |
| 3Y | +42.9% | +254.6% | -211.6% | +33.5% |
| 5Y | +30.1% | +124.8% | -94.7% | +23.7% |
| All | +38.1% | +265.4% | -227.3% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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