+22.5%
BMY vs SYF
+170.1%
-147.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.0% |
| 7D | -3.3% | +2.6% | -5.9% | -3.6% |
| 30D | 0.0% | 0.0% | -0.1% | -0.1% |
| 3M | +17.7% | +11.9% | +5.8% | +15.9% |
| 6M | +9.6% | +18.9% | -9.3% | +7.1% |
| YTD | +24.0% | -4.6% | +28.6% | +24.0% |
| 1Y | +45.1% | +6.4% | +38.7% | +43.0% |
| 3Y | +22.5% | +167.2% | -144.7% | +4.1% |
| All | +22.5% | +170.1% | -147.6% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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