+43.2%
BMY vs STLA
-40.0%
+83.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.4% |
| 7D | -4.8% | +0.4% | -5.2% | -4.8% |
| 30D | -0.7% | -5.2% | +4.5% | -0.7% |
| 3M | +15.3% | -24.9% | +40.2% | +15.1% |
| 6M | +8.5% | -25.2% | +33.7% | +8.3% |
| YTD | +23.4% | -51.4% | +74.9% | +22.5% |
| All | +43.2% | -40.0% | +83.1% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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