+473.8%
BMY vs EFV
+249.2%
+224.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +2.1% | +2.5% | -0.5% | +0.8% |
| 30D | +7.0% | +2.9% | +4.1% | +5.6% |
| 3M | -0.9% | -1.4% | +0.6% | -0.2% |
| 6M | +14.9% | +5.5% | +9.4% | +11.9% |
| YTD | +22.8% | +16.1% | +6.8% | +14.1% |
| 1Y | +36.2% | +20.3% | +16.0% | +24.4% |
| 3Y | +45.7% | +90.4% | -44.7% | +6.1% |
| 5Y | +31.3% | +93.5% | -62.2% | -6.5% |
| 10Y | +60.6% | +161.5% | -100.9% | -3.2% |
| All | +473.8% | +249.2% | +224.6% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling