+23.9%
BMY vs SPYG
+82.6%
-58.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -6.4% | -1.8% | -4.6% | -6.2% |
| 30D | +0.2% | -1.9% | +2.1% | +0.4% |
| 3M | +16.0% | +5.2% | +10.8% | +15.2% |
| 6M | +8.3% | +15.6% | -7.2% | +6.2% |
| YTD | +22.2% | +12.4% | +9.8% | +20.1% |
| 1Y | +41.7% | +17.5% | +24.2% | +38.4% |
| 3Y | +20.7% | +98.1% | -77.4% | +7.7% |
| 5Y | +23.9% | +84.9% | -61.0% | +6.3% |
| All | +23.9% | +82.6% | -58.7% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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