+1,128.0%
BMY vs STRL
+19,359.6%
-18,231.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.8% | -7.6% | -2.0% |
| 7D | +0.4% | +3.4% | -3.0% | +0.3% |
| 30D | +5.0% | -9.2% | +14.3% | +5.2% |
| 3M | +19.4% | -51.0% | +70.4% | +21.1% |
| 6M | +9.5% | +15.8% | -6.2% | +8.3% |
| YTD | +28.1% | +58.9% | -30.8% | +25.5% |
| 1Y | +50.0% | +68.5% | -18.5% | +46.5% |
| 3Y | +24.1% | +485.2% | -461.1% | +16.3% |
| 5Y | +25.0% | +2,005.1% | -1,980.1% | +12.7% |
| 10Y | +68.7% | +7,118.0% | -7,049.3% | +45.8% |
| All | +1,128.0% | +19,359.6% | -18,231.6% | +920.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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