+865.5%
BMY vs EL
+1,800.1%
-934.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -1.3% | +2.7% | -3.9% | -1.8% |
| 30D | +10.0% | +10.8% | -0.8% | +7.7% |
| 3M | -1.2% | +26.5% | -27.6% | -5.9% |
| 6M | +12.8% | +31.1% | -18.3% | +6.1% |
| YTD | +20.7% | +6.6% | +14.0% | +16.6% |
| 1Y | +32.6% | +21.8% | +10.8% | +24.6% |
| 3Y | +41.8% | +1.8% | +40.1% | +32.2% |
| 5Y | +29.0% | -65.6% | +94.6% | +47.4% |
| 10Y | +57.8% | +60.3% | -2.5% | +21.2% |
| All | +865.5% | +1,800.1% | -934.6% | +334.7% |
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 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