+22.5%
BMY vs STZ
-50.3%
+72.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.6% | +2.4% | -1.9% |
| 7D | -3.3% | -7.4% | +4.1% | -1.6% |
| 30D | 0.0% | -10.9% | +10.8% | +2.5% |
| 3M | +17.7% | -13.4% | +31.2% | +21.3% |
| 6M | +9.6% | -16.2% | +25.8% | +13.6% |
| YTD | +24.0% | -10.4% | +34.4% | +25.6% |
| 1Y | +45.1% | -14.8% | +59.9% | +48.5% |
| 3Y | +22.5% | -50.1% | +72.6% | +36.2% |
| All | +22.5% | -50.3% | +72.8% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling