+30.9%
BMY vs ECHO
+227.9%
-197.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.8% |
| 7D | +2.1% | +5.7% | -3.6% | +2.0% |
| 30D | +7.0% | +13.8% | -6.8% | +6.8% |
| 3M | -0.9% | +9.1% | -9.9% | -1.0% |
| 6M | +14.9% | -24.9% | +39.9% | +15.3% |
| YTD | +22.8% | -8.0% | +30.8% | +22.8% |
| 1Y | +36.2% | +42.9% | -6.7% | +35.5% |
| 3Y | +45.7% | +926.7% | -881.0% | +36.2% |
| All | +30.9% | +227.9% | -197.0% | +24.6% |
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