+30.9%
BMY vs SPXU
-83.3%
+114.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.9% |
| 7D | +2.1% | -7.6% | +9.6% | +1.4% |
| 30D | +7.0% | +5.3% | +1.7% | +7.7% |
| 3M | -0.9% | +9.6% | -10.5% | +0.2% |
| 6M | +14.9% | -4.5% | +19.5% | +14.8% |
| YTD | +22.8% | -25.9% | +48.7% | +20.2% |
| 1Y | +36.2% | -28.9% | +65.1% | +32.9% |
| 3Y | +45.7% | -80.5% | +126.2% | +28.4% |
| All | +30.9% | -83.3% | +114.1% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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