+60.7%
BMY vs EFX
+42.6%
+18.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | -4.8% | -4.5% | -0.2% | -4.0% |
| 30D | -0.1% | -6.1% | +6.0% | +1.0% |
| 3M | +13.1% | +6.2% | +6.9% | +11.6% |
| 6M | +8.4% | -11.2% | +19.6% | +10.0% |
| YTD | +22.0% | -21.4% | +43.4% | +26.0% |
| 1Y | +40.3% | -34.3% | +74.6% | +49.5% |
| 3Y | +20.5% | -12.5% | +33.0% | +20.4% |
| 5Y | +23.7% | -35.6% | +59.3% | +28.9% |
| All | +60.7% | +42.6% | +18.2% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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