+42.9%
BMY vs STM
+98.5%
-55.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -4.8% | +1.7% | -6.5% | -4.8% |
| 30D | -0.7% | -5.2% | +4.5% | -0.6% |
| 3M | +15.3% | -29.6% | +44.9% | +15.5% |
| 6M | +8.5% | +54.4% | -45.8% | -1.4% |
| YTD | +23.4% | +99.5% | -76.1% | +7.9% |
| 1Y | +42.9% | +100.8% | -57.8% | +24.6% |
| All | +42.9% | +98.5% | -55.6% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling