+1,637.4%
BMY vs ECL
+14,336.9%
-12,699.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | +5.1% | +8.8% | -3.7% | +2.4% |
| 3M | -3.0% | +7.8% | -10.8% | -5.2% |
| 6M | +13.1% | +21.3% | -8.3% | +6.3% |
| YTD | +20.3% | +17.8% | +2.5% | +14.1% |
| 1Y | +39.0% | +21.1% | +17.9% | +30.6% |
| 3Y | +42.0% | +80.1% | -38.1% | +16.9% |
| 5Y | +28.5% | +40.5% | -11.9% | +11.8% |
| 10Y | +57.5% | +197.7% | -140.2% | +4.2% |
| All | +1,637.4% | +14,336.9% | -12,699.5% | +368.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling