+23.9%
BMY vs EFX
-37.1%
+61.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -6.4% | -11.1% | +4.8% | -4.9% |
| 30D | +0.2% | -7.4% | +7.6% | +1.2% |
| 3M | +16.0% | +1.5% | +14.5% | +15.5% |
| 6M | +8.3% | -13.7% | +22.0% | +9.9% |
| YTD | +22.2% | -21.9% | +44.0% | +25.0% |
| 1Y | +41.7% | -30.8% | +72.5% | +47.1% |
| 3Y | +20.7% | -12.4% | +33.1% | +22.9% |
| 5Y | +23.9% | -35.9% | +59.9% | +26.0% |
| All | +23.9% | -37.1% | +61.0% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling