+60.1%
BMY vs STZ
+13.4%
+46.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +2.1% | +2.6% | -0.5% | +1.4% |
| 30D | +7.0% | +15.2% | -8.2% | +3.3% |
| 3M | -0.9% | +7.6% | -8.5% | -2.9% |
| 6M | +14.9% | +5.3% | +9.7% | +13.0% |
| YTD | +22.8% | +8.6% | +14.2% | +19.0% |
| 1Y | +36.2% | +15.6% | +20.7% | +29.7% |
| 3Y | +45.7% | -35.2% | +80.8% | +58.8% |
| 5Y | +31.3% | -29.1% | +60.4% | +38.5% |
| All | +60.1% | +13.4% | +46.7% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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