+646.2%
STX vs BMY
+36.2%
+610.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.8% | +9.8% |
| 7D | -14.8% | -1.4% | -13.4% | -14.8% |
| 30D | -35.4% | +5.1% | -40.5% | -35.0% |
| 3M | -37.7% | -3.0% | -34.7% | -37.6% |
| 6M | -35.2% | +13.1% | -48.3% | -35.3% |
| YTD | +84.4% | +20.3% | +64.1% | +82.6% |
| 1Y | +82.3% | +39.0% | +43.2% | +76.9% |
| 3Y | +646.2% | +42.0% | +604.2% | +645.0% |
| All | +646.2% | +36.2% | +610.0% | +645.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling