+1,070.3%
BMY vs STZ
+11,023.3%
-9,953.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.4% |
| 7D | -1.4% | +3.4% | -4.8% | -1.9% |
| 30D | +5.1% | +19.6% | -14.5% | +2.2% |
| 3M | -3.0% | +8.0% | -11.0% | -4.3% |
| 6M | +13.1% | -0.3% | +13.3% | +12.8% |
| YTD | +20.3% | +8.6% | +11.8% | +18.1% |
| 1Y | +39.0% | +17.3% | +21.7% | +34.7% |
| 3Y | +42.0% | -34.7% | +76.7% | +49.7% |
| 5Y | +28.5% | -27.6% | +56.2% | +32.8% |
| 10Y | +57.5% | +11.8% | +45.8% | +49.7% |
| All | +1,070.3% | +11,023.3% | -9,953.0% | +592.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling