+479.2%
BMY vs EFV
+256.4%
+222.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | -3.3% | +1.0% | -4.3% | -3.8% |
| 30D | 0.0% | +0.2% | -0.2% | -0.1% |
| 3M | +17.7% | +9.6% | +8.1% | +12.6% |
| 6M | +9.6% | +14.0% | -4.4% | +2.8% |
| YTD | +24.0% | +18.5% | +5.5% | +14.1% |
| 1Y | +45.1% | +27.9% | +17.2% | +28.7% |
| 3Y | +22.5% | +92.4% | -70.0% | -11.3% |
| 5Y | +22.3% | +97.2% | -74.9% | -13.7% |
| 10Y | +62.0% | +163.0% | -101.0% | -2.7% |
| All | +479.2% | +256.4% | +222.9% | +201.2% |
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