+61.0%
BMY vs EIX
+21.5%
+39.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -6.4% | +0.8% | -7.2% | -6.6% |
| 30D | +0.2% | -18.8% | +19.0% | +3.4% |
| 3M | +16.0% | -19.7% | +35.6% | +19.8% |
| 6M | +8.3% | -18.2% | +26.6% | +11.4% |
| YTD | +22.2% | -1.7% | +23.9% | +20.8% |
| 1Y | +41.7% | +7.8% | +33.9% | +37.4% |
| 3Y | +20.7% | -5.6% | +26.3% | +19.0% |
| 5Y | +23.9% | +23.7% | +0.3% | +15.2% |
| All | +61.0% | +21.5% | +39.5% | +48.1% |
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