+58.7%
BMY vs EL
+63.0%
-4.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | +9.3% | +12.3% | -3.0% | +7.5% |
| 3M | -0.1% | +28.4% | -28.5% | -3.6% |
| 6M | +15.5% | +36.7% | -21.3% | +10.1% |
| YTD | +21.8% | +8.4% | +13.4% | +18.7% |
| 1Y | +34.9% | +25.4% | +9.5% | +28.5% |
| 3Y | +43.2% | +3.4% | +39.7% | +35.9% |
| 5Y | +30.7% | -64.8% | +95.5% | +49.0% |
| All | +58.7% | +63.0% | -4.3% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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