+872.9%
BMY vs EL
+1,850.3%
-977.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +1.8% | +7.6% | -5.9% | +0.3% |
| 30D | +6.2% | +15.7% | -9.5% | +3.2% |
| 3M | -2.1% | +30.5% | -32.7% | -7.4% |
| 6M | +14.3% | +32.5% | -18.3% | +7.3% |
| YTD | +21.6% | +9.4% | +12.2% | +16.9% |
| 1Y | +38.8% | +28.4% | +10.4% | +29.0% |
| 3Y | +42.9% | +4.4% | +38.5% | +32.5% |
| 5Y | +30.1% | -64.5% | +94.6% | +47.7% |
| 10Y | +58.2% | +64.9% | -6.7% | +20.9% |
| All | +872.9% | +1,850.3% | -977.4% | +335.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling