+1,073.7%
BMY vs STZ
+10,953.7%
-9,880.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +10.0% | +14.7% | -4.7% | +7.6% |
| 3M | -1.2% | +8.8% | -10.0% | -2.6% |
| 6M | +12.8% | +3.1% | +9.7% | +12.0% |
| YTD | +20.7% | +7.9% | +12.8% | +18.6% |
| 1Y | +32.6% | +14.2% | +18.5% | +29.0% |
| 3Y | +41.8% | -35.2% | +77.0% | +49.7% |
| 5Y | +29.0% | -29.6% | +58.6% | +33.8% |
| 10Y | +57.8% | +12.2% | +45.6% | +49.9% |
| All | +1,073.7% | +10,953.7% | -9,880.0% | +595.4% |
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