+61.6%
BMY vs ELF
+391.6%
-330.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +1.5% |
| 7D | +2.1% | +1.6% | +0.5% | +2.0% |
| 30D | +7.0% | +9.1% | -2.1% | +6.3% |
| 3M | -0.9% | +28.2% | -29.0% | -2.7% |
| 6M | +14.9% | +119.5% | -104.6% | +8.2% |
| YTD | +22.8% | +55.2% | -32.3% | +18.0% |
| 1Y | +36.2% | +58.6% | -22.4% | +30.6% |
| 3Y | +45.7% | +21.3% | +24.4% | +36.3% |
| 5Y | +31.3% | +276.2% | -244.9% | +9.5% |
| 10Y | +60.6% | +337.0% | -276.4% | +22.9% |
| All | +61.6% | +391.6% | -330.0% | +23.8% |
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