+612.5%
BMY vs STLD
+8,684.3%
-8,071.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +0.4% | +3.1% | -2.8% | -0.1% |
| 30D | +5.0% | -9.0% | +14.0% | +6.2% |
| 3M | +19.4% | -12.4% | +31.8% | +21.1% |
| 6M | +9.5% | +25.5% | -16.0% | +5.9% |
| YTD | +28.1% | +43.6% | -15.6% | +21.5% |
| 1Y | +50.0% | +87.2% | -37.2% | +37.2% |
| 3Y | +24.1% | +135.2% | -111.2% | +8.4% |
| 5Y | +25.0% | +290.9% | -265.9% | -0.5% |
| 10Y | +68.7% | +1,113.5% | -1,044.8% | +10.1% |
| All | +612.5% | +8,684.3% | -8,071.8% | +205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling