+32.6%
BMY vs STT
+48.2%
-15.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | -1.3% | +5.1% | -6.4% | -1.9% |
| 30D | +10.0% | -0.2% | +10.2% | +9.9% |
| 3M | -1.2% | -8.1% | +7.0% | -0.1% |
| 6M | +12.8% | +16.6% | -3.8% | +9.2% |
| YTD | +20.7% | +37.8% | -17.2% | +11.9% |
| 1Y | +32.6% | +46.8% | -14.2% | +19.5% |
| All | +32.6% | +48.2% | -15.5% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling