+60.1%
BMY vs EFX
+80.5%
-20.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +2.1% | -0.8% | +2.9% | +2.2% |
| 30D | +7.0% | +25.1% | -18.1% | +2.6% |
| 3M | -0.9% | +1.7% | -2.5% | -1.4% |
| 6M | +14.9% | +18.4% | -3.4% | +10.7% |
| YTD | +22.8% | -12.5% | +35.3% | +24.3% |
| 1Y | +36.2% | -8.1% | +44.3% | +36.5% |
| 3Y | +45.7% | +4.8% | +40.9% | +40.5% |
| 5Y | +31.3% | -30.1% | +61.4% | +35.2% |
| All | +60.1% | +80.5% | -20.4% | +25.0% |
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