+87.0%
BMY vs SYF
+297.4%
-210.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +1.4% |
| 7D | +1.8% | -4.2% | +6.0% | +2.5% |
| 30D | +6.2% | -1.1% | +7.3% | +6.3% |
| 3M | -2.1% | -7.9% | +5.7% | -0.9% |
| 6M | +14.3% | -1.1% | +15.4% | +14.1% |
| YTD | +21.6% | -12.6% | +34.2% | +23.4% |
| 1Y | +38.8% | -2.4% | +41.2% | +38.3% |
| 3Y | +42.9% | +156.6% | -113.7% | +19.3% |
| 5Y | +30.1% | +61.9% | -31.8% | +14.9% |
| 10Y | +58.2% | +186.5% | -128.3% | +16.7% |
| All | +87.0% | +297.4% | -210.4% | +32.4% |
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