+1,303.1%
BMY vs STM
+1,808.6%
-505.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.2% |
| 7D | -0.5% | -10.7% | +10.2% | +0.8% |
| 30D | +4.1% | -25.7% | +29.8% | +7.8% |
| 3M | -2.1% | -21.6% | +19.4% | +0.4% |
| 6M | +12.2% | -27.8% | +40.0% | +14.4% |
| YTD | +20.3% | +61.8% | -41.4% | +8.7% |
| 1Y | +39.2% | +78.1% | -38.9% | +24.0% |
| 3Y | +35.6% | +4.9% | +30.7% | +26.3% |
| 5Y | +28.6% | -14.3% | +42.8% | +20.0% |
| 10Y | +73.9% | +414.1% | -340.2% | +17.0% |
| All | +1,303.1% | +1,808.6% | -505.5% | +580.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling