+44.5%
BMY vs ELF
+24.7%
+19.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.0% | +4.3% | -6.2% | -2.3% |
| 30D | +9.3% | +7.7% | +1.5% | +8.7% |
| 3M | -0.1% | +24.7% | -24.8% | -1.5% |
| 6M | +15.5% | +114.6% | -99.2% | +10.1% |
| YTD | +21.8% | +55.8% | -34.0% | +17.7% |
| 1Y | +34.9% | +51.9% | -17.1% | +30.5% |
| All | +44.5% | +24.7% | +19.8% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 3y: compounded portfolio wealth divided by compounded ELF 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…
3y analysis · Full analysis span regression · 6 months rolling