+41.7%
BMY vs EL
+11.6%
+30.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.9% |
| 7D | -6.4% | -4.4% | -2.0% | -6.2% |
| 30D | +0.2% | +10.3% | -10.1% | -0.2% |
| 3M | +16.0% | +13.4% | +2.6% | +15.4% |
| 6M | +8.3% | +3.1% | +5.2% | +7.6% |
| YTD | +22.2% | -6.9% | +29.1% | +20.2% |
| 1Y | +41.7% | +11.9% | +29.8% | +37.9% |
| All | +41.7% | +11.6% | +30.1% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling