+38.8%
BMY vs STZ
+17.1%
+21.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.8% | +5.3% | -3.6% | +0.8% |
| 30D | +6.2% | +19.6% | -13.4% | +3.3% |
| 3M | -2.1% | +10.0% | -12.1% | -3.8% |
| 6M | +14.3% | -0.3% | +14.5% | +13.2% |
| YTD | +21.6% | +8.6% | +13.0% | +21.5% |
| 1Y | +38.8% | +16.6% | +22.2% | +33.7% |
| All | +38.8% | +17.1% | +21.7% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling