+24.3%
BMY vs EFV
+95.9%
-71.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -4.8% | -0.8% | -4.0% | -4.5% |
| 30D | -0.1% | +0.6% | -0.7% | -0.3% |
| 3M | +13.1% | +7.5% | +5.6% | +10.2% |
| 6M | +8.4% | +13.0% | -4.6% | +3.6% |
| YTD | +22.0% | +18.3% | +3.7% | +14.7% |
| 1Y | +40.3% | +26.7% | +13.6% | +29.0% |
| 3Y | +20.5% | +89.6% | -69.1% | -2.1% |
| All | +24.3% | +95.9% | -71.6% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling