+62.0%
BMY vs STM
+653.6%
-591.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -3.3% | +5.2% | -8.5% | -3.8% |
| 30D | 0.0% | -7.4% | +7.3% | +0.7% |
| 3M | +17.7% | -30.6% | +48.4% | +21.3% |
| 6M | +9.6% | +66.4% | -56.8% | +0.8% |
| YTD | +24.0% | +101.1% | -77.2% | +11.0% |
| 1Y | +45.1% | +97.4% | -52.3% | +29.8% |
| 3Y | +22.5% | +21.1% | +1.4% | +13.6% |
| 5Y | +22.3% | +22.5% | -0.2% | +10.0% |
| 10Y | +62.0% | +657.6% | -595.6% | -2.1% |
| All | +62.0% | +653.6% | -591.7% | -2.1% |
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