+3,094.0%
SPY vs BMY
+1,493.5%
+1,600.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.2% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.1% | +5.0% | -5.0% | -1.5% |
| 3M | +2.0% | +19.4% | -17.4% | -3.9% |
| 6M | +13.0% | +9.5% | +3.5% | +9.1% |
| YTD | +13.5% | +28.1% | -14.5% | +4.1% |
| 1Y | +20.0% | +50.0% | -30.0% | +4.1% |
| 3Y | +77.2% | +24.1% | +53.1% | +59.3% |
| 5Y | +81.9% | +25.0% | +56.9% | +61.7% |
| 10Y | +314.1% | +68.7% | +245.4% | +223.1% |
| All | +3,094.0% | +1,493.5% | +1,600.6% | +988.3% |
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 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