+24.3%
BMY vs ECHO
+252.6%
-228.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.4% |
| 7D | -4.8% | +5.3% | -10.1% | -4.9% |
| 30D | -0.7% | +2.4% | -3.1% | -0.7% |
| 3M | +15.3% | -21.8% | +37.1% | +15.7% |
| 6M | +8.5% | -16.9% | +25.5% | +8.7% |
| YTD | +23.4% | -16.0% | +39.4% | +23.6% |
| 1Y | +42.9% | +9.3% | +33.6% | +42.5% |
| 3Y | +22.0% | +406.2% | -384.2% | +16.5% |
| 5Y | +24.3% | +251.0% | -226.6% | +18.7% |
| All | +24.3% | +252.6% | -228.3% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling