+57.3%
BMY vs EAT
+319.3%
-262.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.9% |
| 7D | -1.3% | -7.1% | +5.8% | -0.9% |
| 30D | +10.0% | -2.3% | +12.3% | +10.0% |
| 3M | -1.2% | -19.6% | +18.5% | -0.1% |
| 6M | +12.8% | +46.0% | -33.2% | +10.1% |
| YTD | +20.7% | +37.7% | -17.0% | +17.9% |
| 1Y | +32.6% | +73.8% | -41.2% | +27.8% |
| 3Y | +41.8% | +482.1% | -440.2% | +26.0% |
| 5Y | +29.0% | +362.5% | -333.5% | +14.5% |
| All | +57.3% | +319.3% | -262.0% | +29.5% |
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