+3,036.2%
SPY vs BMY
+1,428.3%
+1,607.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.9% |
| 7D | +2.6% | +2.1% | +0.5% | +1.9% |
| 30D | -2.0% | +7.0% | -9.0% | -4.2% |
| 3M | -2.8% | -0.9% | -1.9% | -2.9% |
| 6M | +2.1% | +14.9% | -12.8% | -3.0% |
| YTD | +11.5% | +22.8% | -11.3% | +3.2% |
| 1Y | +13.5% | +36.2% | -22.8% | +1.5% |
| 3Y | +77.7% | +45.7% | +32.0% | +51.0% |
| 5Y | +72.6% | +31.3% | +41.3% | +50.4% |
| 10Y | +308.2% | +60.6% | +247.6% | +223.8% |
| All | +3,036.2% | +1,428.3% | +1,607.9% | +979.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling