+81.7%
SPY vs BMY
+22.7%
+59.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -0.4% | -4.8% | +4.4% | +0.3% |
| 30D | -1.4% | -0.7% | -0.7% | -1.3% |
| 3M | +3.7% | +15.3% | -11.6% | +1.6% |
| 6M | +13.0% | +8.5% | +4.5% | +11.5% |
| YTD | +12.4% | +23.4% | -11.0% | +8.7% |
| 1Y | +18.5% | +42.9% | -24.4% | +12.0% |
| 3Y | +77.6% | +22.0% | +55.7% | +74.0% |
| 5Y | +81.7% | +24.3% | +57.4% | +91.5% |
| All | +81.7% | +22.7% | +59.0% | +91.5% |
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