+3,343.4%
STX vs BMY
+63.7%
+3,279.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.7% |
| 7D | -2.3% | -4.8% | +2.5% | -1.3% |
| 30D | -5.5% | -0.1% | -5.4% | -5.7% |
| 3M | -4.3% | +13.1% | -17.4% | -7.7% |
| 6M | +115.6% | +8.4% | +107.2% | +109.3% |
| YTD | +202.2% | +22.0% | +180.2% | +183.5% |
| 1Y | +325.3% | +40.3% | +285.0% | +282.8% |
| 3Y | +1,283.9% | +20.5% | +1,263.4% | +1,184.2% |
| 5Y | +1,048.3% | +23.7% | +1,024.6% | +940.4% |
| All | +3,343.4% | +63.7% | +3,279.7% | +2,697.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling