+35.6%
BMY vs STM
+4.7%
+30.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -1.7% |
| 7D | -0.5% | -10.7% | +10.2% | -0.2% |
| 30D | +4.1% | -25.7% | +29.8% | +5.2% |
| 3M | -2.1% | -21.6% | +19.4% | -1.4% |
| 6M | +12.2% | -27.8% | +40.0% | +11.7% |
| YTD | +20.3% | +61.8% | -41.4% | +11.3% |
| 1Y | +39.2% | +78.1% | -38.9% | +27.8% |
| 3Y | +35.6% | +4.9% | +30.7% | +17.5% |
| All | +35.6% | +4.7% | +30.8% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling