+22.3%
BMY vs ECL
+29.5%
-7.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -3.3% | -0.8% | -2.6% | -3.2% |
| 30D | 0.0% | -2.5% | +2.4% | +0.5% |
| 3M | +17.7% | +8.3% | +9.4% | +15.7% |
| 6M | +9.6% | -1.1% | +10.7% | +9.6% |
| YTD | +24.0% | +6.5% | +17.5% | +22.3% |
| 1Y | +45.1% | +2.1% | +43.0% | +44.1% |
| 3Y | +22.5% | +57.6% | -35.1% | +13.0% |
| 5Y | +22.3% | +28.1% | -5.8% | +17.5% |
| All | +22.3% | +29.5% | -7.2% | +17.5% |
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