+25.8%
BMY vs STM
+20.8%
+5.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.7% | -1.9% |
| 7D | +0.4% | +5.8% | -5.4% | +0.1% |
| 30D | +5.0% | -1.0% | +6.0% | +5.0% |
| 3M | +19.4% | -33.3% | +52.6% | +21.0% |
| 6M | +9.5% | +57.4% | -47.8% | +4.9% |
| YTD | +28.1% | +102.2% | -74.1% | +20.6% |
| 1Y | +50.0% | +99.6% | -49.6% | +41.2% |
| 3Y | +24.1% | +14.5% | +9.6% | +17.0% |
| All | +25.8% | +20.8% | +5.0% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling