+509.6%
BMY vs SPXS
-100.0%
+609.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -2.9% |
| 7D | -3.3% | -1.5% | -1.8% | -3.6% |
| 30D | 0.0% | +3.7% | -3.7% | +0.7% |
| 3M | +17.7% | -9.6% | +27.3% | +15.9% |
| 6M | +9.6% | -32.4% | +42.0% | +2.5% |
| YTD | +24.0% | -28.7% | +52.6% | +17.4% |
| 1Y | +45.1% | -38.1% | +83.2% | +34.2% |
| 3Y | +22.5% | -80.1% | +102.6% | -5.2% |
| 5Y | +22.3% | -85.9% | +108.2% | -5.3% |
| 10Y | +62.0% | -99.5% | +161.5% | -26.5% |
| All | +509.6% | -100.0% | +609.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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