+547.9%
BMY vs SPYM
+812.4%
-264.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +2.1% | +2.6% | -0.5% | +0.6% |
| 30D | +7.0% | -2.0% | +9.0% | +8.1% |
| 3M | -0.9% | -2.8% | +1.9% | +0.5% |
| 6M | +14.9% | +2.2% | +12.8% | +13.1% |
| YTD | +22.8% | +11.5% | +11.3% | +14.9% |
| 1Y | +36.2% | +13.5% | +22.7% | +26.1% |
| 3Y | +45.7% | +78.0% | -32.3% | +2.4% |
| 5Y | +31.3% | +73.1% | -41.9% | -8.0% |
| 10Y | +60.6% | +310.9% | -250.3% | -35.9% |
| All | +547.9% | +812.4% | -264.4% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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