+277.4%
SMH vs BMY
+20.8%
+256.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.5% |
| 7D | +1.4% | -6.4% | +7.8% | +1.0% |
| 30D | -2.2% | +0.2% | -2.4% | -2.2% |
| 3M | -1.9% | +16.0% | -17.8% | -0.9% |
| 6M | +41.0% | +8.3% | +32.7% | +42.2% |
| YTD | +55.6% | +22.2% | +33.4% | +57.5% |
| 1Y | +86.8% | +41.7% | +45.1% | +90.0% |
| All | +277.4% | +20.8% | +256.5% | +314.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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