+68.5%
BMY vs ELF
+357.0%
-288.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.0% |
| 7D | +0.4% | +5.4% | -5.0% | 0.0% |
| 30D | +5.0% | +27.0% | -22.0% | +3.2% |
| 3M | +19.4% | +113.2% | -93.8% | +12.8% |
| 6M | +9.5% | +36.6% | -27.0% | +6.5% |
| YTD | +28.1% | +44.2% | -16.2% | +23.7% |
| 1Y | +50.0% | -18.0% | +68.0% | +49.5% |
| 3Y | +24.1% | -19.9% | +44.0% | +19.8% |
| 5Y | +25.0% | +257.7% | -232.7% | +4.6% |
| All | +68.5% | +357.0% | -288.5% | +29.9% |
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 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