+40.3%
BMY vs EFX
-30.9%
+71.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.9% |
| 3M | +13.1% | +6.2% | +6.9% | +11.8% |
| 6M | +8.4% | -11.2% | +19.6% | +9.7% |
| YTD | +22.0% | -21.4% | +43.4% | +24.7% |
| 1Y | +40.3% | -34.3% | +74.6% | +53.0% |
| All | +40.3% | -30.9% | +71.2% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling