+22.0%
BMY vs EFX
-12.7%
+34.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.1% |
| 7D | -4.8% | -9.4% | +4.6% | -3.2% |
| 30D | -0.7% | -6.9% | +6.2% | +0.5% |
| 3M | +15.3% | +0.1% | +15.2% | +14.9% |
| 6M | +8.5% | -17.3% | +25.9% | +11.3% |
| YTD | +23.4% | -21.8% | +45.3% | +27.3% |
| 1Y | +42.9% | -32.5% | +75.5% | +51.1% |
| All | +22.0% | -12.7% | +34.6% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling