+59.3%
BMY vs EIX
+34.4%
+24.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -2.0% | -2.5% | +0.5% | -1.5% |
| 30D | +9.3% | +7.7% | +1.6% | +7.7% |
| 3M | -0.1% | -12.9% | +12.8% | +1.6% |
| 6M | +15.5% | -12.7% | +28.1% | +17.3% |
| YTD | +21.8% | +5.5% | +16.4% | +18.7% |
| 1Y | +34.9% | +9.4% | +25.5% | +30.4% |
| 3Y | +43.2% | +9.7% | +33.5% | +37.0% |
| 5Y | +30.7% | +16.9% | +13.8% | +22.5% |
| 10Y | +59.3% | +34.3% | +25.0% | +46.4% |
| All | +59.3% | +34.4% | +24.9% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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