+64.6%
BMY vs ED
+105.2%
-40.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -0.7% | +1.9% | -2.6% | -1.3% |
| 3M | +15.3% | +1.9% | +13.5% | +14.6% |
| 6M | +8.5% | -2.3% | +10.8% | +9.2% |
| YTD | +23.4% | +10.9% | +12.6% | +19.5% |
| 1Y | +42.9% | +14.5% | +28.4% | +36.8% |
| 3Y | +22.0% | +33.4% | -11.4% | +11.0% |
| 5Y | +24.3% | +67.3% | -43.0% | +5.4% |
| 10Y | +64.6% | +110.7% | -46.1% | +37.4% |
| All | +64.6% | +105.2% | -40.7% | +37.4% |
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