+42.9%
BMY vs ECL
+0.5%
+42.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -4.8% | -2.7% | -2.1% | -4.0% |
| 30D | -0.7% | -4.3% | +3.6% | +0.6% |
| 3M | +15.3% | +3.2% | +12.1% | +14.1% |
| 6M | +8.5% | -2.9% | +11.4% | +8.6% |
| YTD | +23.4% | +4.3% | +19.2% | +23.4% |
| 1Y | +42.9% | +1.6% | +41.3% | +43.4% |
| All | +42.9% | +0.5% | +42.4% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling