+28.5%
BMY vs STLA
-70.4%
+98.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.4% | -6.4% | +5.0% | -0.9% |
| 30D | +5.1% | -1.3% | +6.4% | +5.1% |
| 3M | -3.0% | -19.9% | +16.9% | -1.6% |
| 6M | +13.1% | -42.9% | +56.0% | +17.4% |
| YTD | +20.3% | -59.4% | +79.7% | +27.7% |
| 1Y | +39.0% | -56.8% | +95.8% | +46.7% |
| 3Y | +42.0% | -73.1% | +115.1% | +53.4% |
| 5Y | +28.5% | -70.1% | +98.6% | +39.9% |
| All | +28.5% | -70.4% | +98.9% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling