+22.3%
BMY vs EIX
+28.1%
-5.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.5% | -7.7% | -4.1% |
| 7D | -3.3% | +0.9% | -4.2% | -3.6% |
| 30D | 0.0% | -13.5% | +13.5% | +1.9% |
| 3M | +17.7% | -15.3% | +33.0% | +20.5% |
| 6M | +9.6% | -15.3% | +25.0% | +12.1% |
| YTD | +24.0% | +2.7% | +21.3% | +20.9% |
| 1Y | +45.1% | +17.4% | +27.7% | +36.9% |
| 3Y | +22.5% | -1.3% | +23.8% | +19.3% |
| 5Y | +22.3% | +27.2% | -4.9% | +12.0% |
| All | +22.3% | +28.1% | -5.8% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling