+213.8%
BMY vs SRE
+1,451.4%
-1,237.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +2.1% | +1.8% | +0.3% | +1.5% |
| 30D | +7.0% | -3.0% | +10.0% | +8.0% |
| 3M | -0.9% | -7.3% | +6.4% | +1.1% |
| 6M | +14.9% | -11.9% | +26.8% | +19.2% |
| YTD | +22.8% | -7.9% | +30.7% | +25.4% |
| 1Y | +36.2% | -11.1% | +47.4% | +40.6% |
| 3Y | +45.7% | +24.8% | +20.9% | +32.2% |
| 5Y | +31.3% | +52.4% | -21.1% | +10.2% |
| 10Y | +60.6% | +127.9% | -67.3% | +12.7% |
| All | +213.8% | +1,451.4% | -1,237.6% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling