+36.2%
BMY vs SRE
-11.2%
+47.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +2.1% | +1.8% | +0.3% | +1.7% |
| 30D | +7.0% | -3.0% | +10.0% | +7.7% |
| 3M | -0.9% | -7.3% | +6.4% | +0.8% |
| 6M | +14.9% | -11.9% | +26.8% | +19.3% |
| YTD | +22.8% | -7.9% | +30.7% | +28.4% |
| 1Y | +36.2% | -11.1% | +47.4% | +43.5% |
| All | +36.2% | -11.2% | +47.4% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling