+58.2%
BMY vs STZ
+11.6%
+46.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.8% | +5.3% | -3.6% | +0.5% |
| 30D | +6.2% | +19.6% | -13.4% | +1.6% |
| 3M | -2.1% | +10.0% | -12.1% | -4.6% |
| 6M | +14.3% | -0.3% | +14.5% | +13.8% |
| YTD | +21.6% | +8.6% | +13.0% | +17.9% |
| 1Y | +38.8% | +16.6% | +22.2% | +31.9% |
| 3Y | +42.9% | -34.8% | +77.7% | +55.6% |
| 5Y | +30.1% | -27.8% | +57.9% | +36.6% |
| 10Y | +58.2% | +12.5% | +45.7% | +47.5% |
| All | +58.2% | +11.6% | +46.6% | +47.5% |
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