+22.5%
BMY vs ED
+35.1%
-12.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | -3.3% | +0.5% | -3.9% | -3.5% |
| 30D | 0.0% | +1.1% | -1.1% | -0.5% |
| 3M | +17.7% | +4.6% | +13.1% | +15.7% |
| 6M | +9.6% | -2.0% | +11.6% | +10.2% |
| YTD | +24.0% | +11.7% | +12.3% | +19.3% |
| 1Y | +45.1% | +15.7% | +29.4% | +37.6% |
| 3Y | +22.5% | +34.4% | -11.9% | +9.6% |
| All | +22.5% | +35.1% | -12.6% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling