+1,749.1%
BMY vs STT
+7,372.9%
-5,623.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +5.0% | +3.9% | +1.2% | +4.1% |
| 3M | +19.4% | +20.0% | -0.6% | +14.7% |
| 6M | +9.5% | +55.3% | -45.8% | -0.5% |
| YTD | +28.1% | +53.3% | -25.3% | +16.4% |
| 1Y | +50.0% | +74.7% | -24.7% | +32.4% |
| 3Y | +24.1% | +205.8% | -181.8% | -3.7% |
| 5Y | +25.0% | +145.0% | -120.0% | -1.1% |
| 10Y | +68.7% | +266.0% | -197.3% | +16.7% |
| All | +1,749.1% | +7,372.9% | -5,623.8% | +398.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling