+410.4%
BMY vs ECHO
+216.6%
+193.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.4% | +3.4% | -3.0% | +0.1% |
| 30D | +5.0% | +2.4% | +2.7% | +4.8% |
| 3M | +19.4% | -28.0% | +47.3% | +22.2% |
| 6M | +9.5% | -21.2% | +30.8% | +10.9% |
| YTD | +28.1% | -17.4% | +45.5% | +28.9% |
| 1Y | +50.0% | +33.6% | +16.4% | +44.6% |
| 3Y | +24.1% | +419.7% | -395.6% | -4.7% |
| 5Y | +25.0% | +241.7% | -216.7% | +0.5% |
| 10Y | +68.7% | +180.8% | -112.1% | +35.0% |
| All | +410.4% | +216.6% | +193.8% | +259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling