+30.1%
BMY vs EL
-64.5%
+94.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +1.8% | +7.6% | -5.9% | +1.1% |
| 30D | +6.2% | +15.7% | -9.5% | +4.9% |
| 3M | -2.1% | +30.5% | -32.7% | -4.4% |
| 6M | +14.3% | +32.5% | -18.3% | +11.3% |
| YTD | +21.6% | +9.4% | +12.2% | +19.5% |
| 1Y | +38.8% | +28.4% | +10.4% | +34.3% |
| 3Y | +42.9% | +4.4% | +38.5% | +37.5% |
| 5Y | +30.1% | -64.5% | +94.6% | +31.5% |
| All | +30.1% | -64.5% | +94.6% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling