+64.6%
BMY vs STT
+262.1%
-197.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.8% | +1.0% | -5.8% | -5.0% |
| 30D | -0.7% | +2.8% | -3.5% | -1.3% |
| 3M | +15.3% | +18.1% | -2.8% | +11.1% |
| 6M | +8.5% | +59.2% | -50.7% | -2.1% |
| YTD | +23.4% | +51.5% | -28.0% | +12.4% |
| 1Y | +42.9% | +75.7% | -32.7% | +25.8% |
| 3Y | +22.0% | +200.8% | -178.8% | -5.5% |
| 5Y | +24.3% | +155.8% | -131.5% | -3.3% |
| 10Y | +64.6% | +266.4% | -201.8% | +2.6% |
| All | +64.6% | +262.1% | -197.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling