+60.2%
BMY vs ELF
+393.6%
-333.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| 3M | -0.1% | +24.7% | -24.8% | -1.8% |
| 6M | +15.5% | +114.6% | -99.2% | +8.9% |
| YTD | +21.8% | +55.8% | -34.0% | +17.0% |
| 1Y | +34.9% | +51.9% | -17.1% | +29.7% |
| 3Y | +43.2% | +24.6% | +18.6% | +33.7% |
| 5Y | +30.7% | +279.2% | -248.5% | +8.9% |
| 10Y | +59.3% | +338.7% | -279.5% | +21.9% |
| All | +60.2% | +393.6% | -333.3% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling