+57.3%
BMY vs STM
+467.4%
-410.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.0% |
| 7D | -1.3% | +16.3% | -17.6% | -2.7% |
| 30D | +10.0% | -6.3% | +16.2% | +10.3% |
| 3M | -1.2% | -14.1% | +12.9% | -0.2% |
| 6M | +12.8% | -19.6% | +32.4% | +12.9% |
| YTD | +20.7% | +80.1% | -59.5% | +8.9% |
| 1Y | +32.6% | +95.4% | -62.7% | +18.5% |
| 3Y | +41.8% | +14.7% | +27.1% | +31.7% |
| 5Y | +29.0% | -5.4% | +34.4% | +20.3% |
| All | +57.3% | +467.4% | -410.1% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling