+22.3%
BMY vs STZ
-36.5%
+58.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.4% |
| 6M | +9.6% | -16.2% | +25.8% | +13.7% |
| YTD | +24.0% | -10.4% | +34.4% | +25.8% |
| 1Y | +45.1% | -14.8% | +59.9% | +48.8% |
| 3Y | +22.5% | -50.1% | +72.6% | +41.8% |
| 5Y | +22.3% | -38.8% | +61.1% | +31.0% |
| All | +22.3% | -36.5% | +58.8% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling