+60.1%
BMY vs ECL
+197.5%
-137.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.3% |
| 7D | +2.1% | +2.9% | -0.8% | +1.2% |
| 30D | +7.0% | +7.5% | -0.5% | +4.8% |
| 3M | -0.9% | +12.2% | -13.1% | -4.1% |
| 6M | +14.9% | +24.6% | -9.6% | +7.7% |
| YTD | +22.8% | +18.8% | +4.1% | +16.6% |
| 1Y | +36.2% | +19.3% | +16.9% | +29.1% |
| 3Y | +45.7% | +78.2% | -32.5% | +22.2% |
| 5Y | +31.3% | +38.8% | -7.5% | +17.9% |
| All | +60.1% | +197.5% | -137.5% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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