+1,690.2%
BMY vs EFX
+6,208.7%
-4,518.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.5% |
| 7D | -3.3% | -7.8% | +4.5% | -1.6% |
| 30D | 0.0% | -5.7% | +5.7% | +1.2% |
| 3M | +17.7% | +2.5% | +15.2% | +16.6% |
| 6M | +9.6% | -16.7% | +26.3% | +13.3% |
| YTD | +24.0% | -20.2% | +44.2% | +28.7% |
| 1Y | +45.1% | -31.4% | +76.5% | +55.6% |
| 3Y | +22.5% | -10.5% | +33.0% | +21.0% |
| 5Y | +22.3% | -35.2% | +57.5% | +26.8% |
| 10Y | +62.0% | +40.2% | +21.8% | +33.4% |
| All | +1,690.2% | +6,208.7% | -4,518.4% | +550.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling