+64.6%
BMY vs STZ
-13.0%
+77.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.8% | -6.0% | +1.2% | -3.4% |
| 30D | -0.7% | -8.9% | +8.2% | +1.4% |
| 3M | +15.3% | -12.6% | +27.9% | +18.8% |
| 6M | +8.5% | -17.2% | +25.8% | +13.0% |
| YTD | +23.4% | -10.0% | +33.5% | +25.4% |
| 1Y | +42.9% | -14.3% | +57.2% | +46.6% |
| 3Y | +22.0% | -49.9% | +71.9% | +40.9% |
| 5Y | +24.3% | -38.2% | +62.6% | +35.4% |
| 10Y | +64.6% | -12.0% | +76.6% | +59.1% |
| All | +64.6% | -13.0% | +77.6% | +59.1% |
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