+60.7%
BMY vs EFV
+169.9%
-109.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | -4.8% | -0.8% | -4.0% | -4.4% |
| 30D | -0.1% | +0.6% | -0.7% | -0.4% |
| 3M | +13.1% | +7.5% | +5.6% | +9.3% |
| 6M | +8.4% | +13.0% | -4.6% | +2.2% |
| YTD | +22.0% | +18.3% | +3.7% | +12.4% |
| 1Y | +40.3% | +26.7% | +13.6% | +25.2% |
| 3Y | +20.5% | +89.6% | -69.1% | -11.4% |
| 5Y | +23.7% | +98.2% | -74.5% | -11.9% |
| All | +60.7% | +169.9% | -109.2% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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