+22.5%
BMY vs EAT
+612.9%
-590.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -3.0% |
| 7D | -3.3% | -4.9% | +1.6% | -3.1% |
| 30D | 0.0% | -1.2% | +1.2% | 0.0% |
| 3M | +17.7% | +52.2% | -34.5% | +15.3% |
| 6M | +9.6% | +65.0% | -55.4% | +6.8% |
| YTD | +24.0% | +55.0% | -31.0% | +21.1% |
| 1Y | +45.1% | +42.1% | +3.0% | +42.5% |
| 3Y | +22.5% | +614.7% | -592.2% | +5.2% |
| All | +22.5% | +612.9% | -590.4% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling