+72.6%
SPY vs BMY
+30.5%
+42.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.6% |
| 7D | +2.6% | +2.1% | +0.5% | +2.3% |
| 30D | -2.0% | +7.0% | -9.0% | -2.9% |
| 3M | -2.8% | -0.9% | -1.9% | -2.7% |
| 6M | +2.1% | +14.9% | -12.8% | 0.0% |
| YTD | +11.5% | +22.8% | -11.3% | +8.0% |
| 1Y | +13.5% | +36.2% | -22.8% | +8.1% |
| 3Y | +77.7% | +45.7% | +32.0% | +65.7% |
| All | +72.6% | +30.5% | +42.1% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling