+60.7%
BMY vs EAT
+374.9%
-314.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | -4.8% | -7.7% | +2.9% | -4.3% |
| 30D | -0.1% | -13.6% | +13.5% | +0.7% |
| 3M | +13.1% | +33.9% | -20.8% | +11.1% |
| 6M | +8.4% | +47.2% | -38.8% | +5.7% |
| YTD | +22.0% | +48.1% | -26.1% | +18.8% |
| 1Y | +40.3% | +33.7% | +6.6% | +37.2% |
| 3Y | +20.5% | +595.8% | -575.3% | +6.0% |
| 5Y | +23.7% | +314.4% | -290.7% | +10.6% |
| All | +60.7% | +374.9% | -314.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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