+22.5%
BMY vs STLA
-65.4%
+87.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.9% |
| 7D | -3.3% | +0.7% | -4.1% | -3.4% |
| 30D | 0.0% | -2.4% | +2.3% | +0.1% |
| 3M | +17.7% | -23.9% | +41.6% | +20.1% |
| 6M | +9.6% | -24.6% | +34.2% | +11.6% |
| YTD | +24.0% | -50.5% | +74.5% | +30.5% |
| 1Y | +45.1% | -39.8% | +85.0% | +48.1% |
| 3Y | +22.5% | -65.6% | +88.1% | +27.7% |
| All | +22.5% | -65.4% | +87.9% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling