+1,749.1%
BMY vs ED
+2,217.3%
-468.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.4% |
| 7D | +0.4% | -0.2% | +0.5% | +0.4% |
| 30D | +5.0% | -0.1% | +5.2% | +5.0% |
| 3M | +19.4% | +3.9% | +15.5% | +17.6% |
| 6M | +9.5% | -3.0% | +12.6% | +10.6% |
| YTD | +28.1% | +10.7% | +17.4% | +23.3% |
| 1Y | +50.0% | +13.3% | +36.6% | +42.9% |
| 3Y | +24.1% | +34.5% | -10.4% | +10.3% |
| 5Y | +25.0% | +67.1% | -42.2% | +1.7% |
| 10Y | +68.7% | +103.0% | -34.4% | +22.9% |
| All | +1,749.1% | +2,217.3% | -468.1% | +388.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling