+24.3%
BMY vs SRE
+45.6%
-21.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -4.8% | -0.8% | -3.9% | -4.6% |
| 30D | -0.1% | -3.0% | +2.9% | +0.4% |
| 3M | +13.1% | -8.3% | +21.4% | +15.3% |
| 6M | +8.4% | -8.9% | +17.3% | +10.6% |
| YTD | +22.0% | -4.3% | +26.2% | +23.0% |
| 1Y | +40.3% | +2.7% | +37.6% | +39.1% |
| 3Y | +20.5% | +28.7% | -8.1% | +10.3% |
| All | +24.3% | +45.6% | -21.3% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling