+1,406.3%
BMY vs SPY
+3,056.6%
-1,650.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.7% |
| 7D | -2.0% | -0.9% | -1.1% | -1.5% |
| 30D | +9.3% | -2.4% | +11.6% | +10.8% |
| 3M | -0.1% | -1.2% | +1.1% | +0.5% |
| 6M | +15.5% | +3.3% | +12.2% | +12.4% |
| YTD | +21.8% | +12.3% | +9.5% | +11.9% |
| 1Y | +34.9% | +12.4% | +22.4% | +23.8% |
| 3Y | +43.2% | +78.8% | -35.6% | -6.2% |
| 5Y | +30.7% | +75.2% | -44.4% | -15.5% |
| 10Y | +59.3% | +311.1% | -251.8% | -46.1% |
| All | +1,406.3% | +3,056.6% | -1,650.3% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling