+78.5%
SPY vs BMY
+23.8%
+54.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | -0.3% |
| 7D | +0.5% | -3.3% | +3.9% | +0.8% |
| 30D | -0.9% | 0.0% | -0.9% | -1.0% |
| 3M | +3.9% | +17.7% | -13.8% | +2.4% |
| 6M | +14.5% | +9.6% | +4.9% | +13.5% |
| YTD | +12.9% | +24.0% | -11.1% | +10.6% |
| 1Y | +19.4% | +45.1% | -25.7% | +15.2% |
| 3Y | +78.5% | +22.5% | +56.0% | +81.0% |
| All | +78.5% | +23.8% | +54.6% | +81.0% |
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