+1,144.9%
STX vs BMY
+22.9%
+1,122.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.2% | +9.7% | +6.6% |
| 7D | +10.7% | -3.3% | +14.1% | +10.8% |
| 30D | +11.3% | 0.0% | +11.3% | +11.2% |
| 3M | +3.2% | +17.7% | -14.5% | +2.0% |
| 6M | +157.0% | +9.6% | +147.3% | +155.5% |
| YTD | +229.2% | +24.0% | +205.2% | +221.5% |
| 1Y | +381.8% | +45.1% | +336.7% | +359.0% |
| 3Y | +1,383.2% | +22.5% | +1,360.7% | +1,364.5% |
| 5Y | +1,144.9% | +22.3% | +1,122.6% | +1,100.3% |
| All | +1,144.9% | +22.9% | +1,122.0% | +1,100.3% |
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 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