+1,303.1%
BMY vs STM
+1,937.6%
-634.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.9% |
| 7D | -1.4% | -5.6% | +4.2% | -0.9% |
| 30D | +5.1% | -14.4% | +19.6% | +6.8% |
| 3M | -3.0% | -20.5% | +17.5% | -0.7% |
| 6M | +13.1% | -24.5% | +37.6% | +14.6% |
| YTD | +20.3% | +72.7% | -52.4% | +7.8% |
| 1Y | +39.0% | +91.0% | -52.0% | +22.7% |
| 3Y | +42.0% | +13.5% | +28.5% | +30.8% |
| 5Y | +28.5% | -9.2% | +37.7% | +19.1% |
| 10Y | +57.5% | +422.5% | -365.0% | +5.9% |
| All | +1,303.1% | +1,937.6% | -634.5% | +574.6% |
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 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