+1,053.8%
BMY vs STRL
+11,526.8%
-10,473.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.0% | -15.0% | -0.3% |
| 7D | -1.4% | -13.3% | +12.0% | -1.2% |
| 30D | +5.1% | -43.3% | +48.4% | +6.3% |
| 3M | -3.0% | -46.9% | +43.9% | -1.8% |
| 6M | +13.1% | -65.6% | +78.6% | +15.3% |
| YTD | +20.3% | -5.1% | +25.4% | +19.1% |
| 1Y | +39.0% | -23.1% | +62.1% | +38.2% |
| 3Y | +42.0% | +346.8% | -304.9% | +33.5% |
| 5Y | +28.5% | +907.2% | -878.6% | +17.7% |
| 10Y | +57.5% | +3,988.2% | -3,930.7% | +37.7% |
| All | +1,053.8% | +11,526.8% | -10,473.0% | +867.9% |
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