+61.0%
BMY vs SPY
+318.9%
-257.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -6.4% | -2.0% | -4.4% | -5.4% |
| 30D | +0.2% | -1.7% | +1.9% | +1.1% |
| 3M | +16.0% | +4.7% | +11.2% | +13.2% |
| 6M | +8.3% | +12.5% | -4.2% | +1.9% |
| YTD | +22.2% | +11.7% | +10.5% | +15.3% |
| 1Y | +41.7% | +17.5% | +24.2% | +30.3% |
| 3Y | +20.7% | +76.6% | -55.9% | -11.7% |
| 5Y | +23.9% | +82.0% | -58.1% | -12.4% |
| All | +61.0% | +318.9% | -257.9% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling