+24.3%
BMY vs ELV
+25.1%
-0.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -4.8% | +3.2% | -8.0% | -5.3% |
| 30D | -0.1% | +5.4% | -5.5% | -1.0% |
| 3M | +13.1% | +5.4% | +7.8% | +11.7% |
| 6M | +8.4% | +45.7% | -37.3% | +0.8% |
| YTD | +22.0% | +21.2% | +0.8% | +16.5% |
| 1Y | +40.3% | +35.6% | +4.7% | +30.4% |
| 3Y | +20.5% | -2.0% | +22.5% | +18.4% |
| All | +24.3% | +25.1% | -0.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 5y: compounded portfolio wealth divided by compounded ELV 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…
5y analysis · Full analysis span regression · 6 months rolling