+24.3%
BMY vs EL
-68.4%
+92.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.2% |
| 7D | -4.8% | -2.4% | -2.5% | -4.6% |
| 30D | -0.7% | +13.7% | -14.3% | -1.8% |
| 3M | +15.3% | +14.5% | +0.8% | +13.9% |
| 6M | +8.5% | +7.4% | +1.1% | +7.4% |
| YTD | +23.4% | -4.7% | +28.1% | +22.8% |
| 1Y | +42.9% | +12.9% | +30.0% | +39.6% |
| 3Y | +22.0% | -32.2% | +54.2% | +21.4% |
| 5Y | +24.3% | -68.4% | +92.7% | +29.7% |
| All | +24.3% | -68.4% | +92.7% | +29.7% |
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