+1,642.5%
BMY vs ED
+2,477.8%
-835.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -1.3% | -1.7% | +0.4% | -0.7% |
| 30D | +10.0% | +10.7% | -0.7% | +6.1% |
| 3M | -1.2% | +11.6% | -12.8% | -5.0% |
| 6M | +12.8% | +13.5% | -0.7% | +7.7% |
| YTD | +20.7% | +23.1% | -2.5% | +11.8% |
| 1Y | +32.6% | +23.1% | +9.6% | +22.8% |
| 3Y | +41.8% | +47.9% | -6.1% | +22.1% |
| 5Y | +29.0% | +83.9% | -54.9% | +1.5% |
| 10Y | +57.8% | +142.1% | -84.3% | +8.0% |
| All | +1,642.5% | +2,477.8% | -835.3% | +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