+96.9%
BMY vs SYF
+340.9%
-244.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.4% | +2.4% | -2.0% | 0.0% |
| 30D | +5.0% | +0.8% | +4.2% | +4.9% |
| 3M | +19.4% | +13.4% | +6.0% | +16.8% |
| 6M | +9.5% | +16.3% | -6.8% | +6.7% |
| YTD | +28.1% | -3.0% | +31.1% | +27.9% |
| 1Y | +50.0% | +5.7% | +44.3% | +47.6% |
| 3Y | +24.1% | +160.1% | -136.0% | +3.3% |
| 5Y | +25.0% | +88.5% | -63.5% | +7.5% |
| 10Y | +68.7% | +263.1% | -194.4% | +18.6% |
| All | +96.9% | +340.9% | -244.0% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling