+934.0%
BE vs BMY
+47.9%
+886.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | +9.7% | -6.4% | +16.1% | +11.7% |
| 30D | +22.4% | +0.2% | +22.2% | +22.0% |
| 3M | +10.4% | +16.0% | -5.6% | +4.2% |
| 6M | +67.9% | +8.3% | +59.5% | +61.5% |
| YTD | +197.5% | +22.2% | +175.3% | +172.2% |
| 1Y | +310.6% | +41.7% | +268.9% | +252.2% |
| 3Y | +1,657.2% | +20.7% | +1,636.5% | +1,470.3% |
| 5Y | +1,218.2% | +23.9% | +1,194.2% | +1,007.5% |
| All | +934.0% | +47.9% | +886.0% | +596.6% |
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