+57.5%
BMY vs STM
+433.9%
-376.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.6% |
| 7D | -1.4% | -5.6% | +4.2% | -1.0% |
| 30D | +5.1% | -14.4% | +19.6% | +6.4% |
| 3M | -3.0% | -20.5% | +17.5% | -1.3% |
| 6M | +13.1% | -24.5% | +37.6% | +13.9% |
| YTD | +20.3% | +72.7% | -52.4% | +9.1% |
| 1Y | +39.0% | +91.0% | -52.0% | +24.5% |
| 3Y | +42.0% | +13.5% | +28.5% | +31.8% |
| 5Y | +28.5% | -9.2% | +37.7% | +20.3% |
| 10Y | +57.5% | +422.5% | -365.0% | +21.8% |
| All | +57.5% | +433.9% | -376.4% | +21.8% |
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