+28.5%
BMY vs ECL
+40.6%
-12.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.4% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | +5.1% | +8.8% | -3.7% | +3.3% |
| 3M | -3.0% | +7.8% | -10.8% | -4.5% |
| 6M | +13.1% | +21.3% | -8.3% | +8.6% |
| YTD | +20.3% | +17.8% | +2.5% | +16.3% |
| 1Y | +39.0% | +21.1% | +17.9% | +33.7% |
| 3Y | +42.0% | +80.1% | -38.1% | +28.6% |
| 5Y | +28.5% | +40.5% | -11.9% | +19.1% |
| All | +28.5% | +40.6% | -12.1% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling