+1,637.4%
BMY vs ED
+2,457.0%
-819.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +5.1% | +11.6% | -6.5% | +1.1% |
| 3M | -3.0% | +10.5% | -13.5% | -6.5% |
| 6M | +13.1% | +13.2% | -0.2% | +8.0% |
| YTD | +20.3% | +22.1% | -1.8% | +11.8% |
| 1Y | +39.0% | +24.2% | +14.9% | +28.3% |
| 3Y | +42.0% | +46.9% | -4.9% | +22.5% |
| 5Y | +28.5% | +80.8% | -52.3% | +1.8% |
| 10Y | +57.5% | +134.3% | -76.7% | +9.2% |
| All | +1,637.4% | +2,457.0% | -819.6% | +343.4% |
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 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