+1,483.5%
BMY vs SPY
+3,091.8%
-1,608.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +5.0% | +0.1% | +5.0% | +5.0% |
| 3M | +19.4% | +2.0% | +17.4% | +17.5% |
| 6M | +9.5% | +13.0% | -3.5% | +0.5% |
| YTD | +28.1% | +13.5% | +14.5% | +17.1% |
| 1Y | +50.0% | +20.0% | +30.0% | +32.0% |
| 3Y | +24.1% | +77.2% | -53.1% | -18.0% |
| 5Y | +25.0% | +81.9% | -56.9% | -21.2% |
| 10Y | +68.7% | +314.1% | -245.4% | -43.0% |
| All | +1,483.5% | +3,091.8% | -1,608.3% | -0.9% |
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