+60.7%
BMY vs ECHO
+197.5%
-136.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -4.8% | +3.7% | -8.5% | -4.9% |
| 30D | -0.1% | +0.7% | -0.8% | -0.1% |
| 3M | +13.1% | -27.3% | +40.4% | +14.6% |
| 6M | +8.4% | -17.0% | +25.4% | +8.9% |
| YTD | +22.0% | -14.3% | +36.3% | +22.2% |
| 1Y | +40.3% | +20.9% | +19.4% | +38.3% |
| 3Y | +20.5% | +423.0% | -402.4% | +4.0% |
| 5Y | +23.7% | +265.7% | -242.0% | +10.0% |
| All | +60.7% | +197.5% | -136.8% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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