+1,690.2%
BMY vs STT
+7,281.4%
-5,591.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | -3.3% | +2.2% | -5.5% | -3.8% |
| 30D | 0.0% | +3.9% | -3.9% | -0.9% |
| 3M | +17.7% | +19.2% | -1.4% | +13.3% |
| 6M | +9.6% | +60.4% | -50.8% | -1.1% |
| YTD | +24.0% | +51.5% | -27.5% | +13.0% |
| 1Y | +45.1% | +76.3% | -31.2% | +27.8% |
| 3Y | +22.5% | +200.7% | -178.3% | -4.5% |
| 5Y | +22.3% | +157.5% | -135.2% | -4.3% |
| 10Y | +62.0% | +262.0% | -200.0% | +12.3% |
| All | +1,690.2% | +7,281.4% | -5,591.2% | +384.2% |
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