+30.9%
BMY vs STLD
+274.1%
-243.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.0% |
| 7D | +2.1% | +2.9% | -0.9% | +1.9% |
| 30D | +7.0% | -5.6% | +12.6% | +7.3% |
| 3M | -0.9% | -11.7% | +10.9% | -0.3% |
| 6M | +14.9% | -2.8% | +17.7% | +14.8% |
| YTD | +22.8% | +36.4% | -13.6% | +19.8% |
| 1Y | +36.2% | +50.0% | -13.8% | +32.1% |
| 3Y | +45.7% | +122.3% | -76.6% | +36.6% |
| All | +30.9% | +274.1% | -243.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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