+30.7%
BMY vs EAT
+362.5%
-331.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.1% |
| 7D | -2.0% | -8.9% | +6.9% | -1.6% |
| 30D | +9.3% | +3.4% | +5.9% | +9.0% |
| 3M | -0.1% | -9.3% | +9.3% | +0.2% |
| 6M | +15.5% | +43.8% | -28.3% | +13.5% |
| YTD | +21.8% | +39.9% | -18.0% | +19.7% |
| 1Y | +34.9% | +89.7% | -54.8% | +30.7% |
| 3Y | +43.2% | +491.3% | -448.1% | +31.8% |
| 5Y | +30.7% | +365.4% | -334.7% | +25.2% |
| All | +30.7% | +362.5% | -331.8% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling