+60.1%
BMY vs EIX
+35.3%
+24.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +2.1% | +1.4% | +0.7% | +1.8% |
| 30D | +7.0% | +8.5% | -1.5% | +5.3% |
| 3M | -0.9% | -13.5% | +12.6% | +1.0% |
| 6M | +14.9% | -12.4% | +27.3% | +16.7% |
| YTD | +22.8% | +5.9% | +16.9% | +19.6% |
| 1Y | +36.2% | +7.6% | +28.6% | +32.2% |
| 3Y | +45.7% | +12.8% | +32.9% | +38.6% |
| 5Y | +31.3% | +19.2% | +12.1% | +22.6% |
| All | +60.1% | +35.3% | +24.7% | +46.9% |
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