+59.3%
BMY vs ED
+141.1%
-81.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | +9.3% | +11.2% | -1.9% | +5.7% |
| 3M | -0.1% | +11.8% | -11.9% | -3.5% |
| 6M | +15.5% | +14.1% | +1.4% | +10.7% |
| YTD | +21.8% | +23.0% | -1.1% | +14.1% |
| 1Y | +34.9% | +23.7% | +11.2% | +26.0% |
| 3Y | +43.2% | +47.7% | -4.6% | +25.8% |
| 5Y | +30.7% | +82.6% | -51.9% | +7.0% |
| 10Y | +59.3% | +141.8% | -82.5% | +25.6% |
| All | +59.3% | +141.1% | -81.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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