+211.9%
BMY vs ELV
+2,594.5%
-2,382.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.1% | +1.0% | +1.1% | +1.8% |
| 30D | +7.0% | +0.4% | +6.6% | +6.9% |
| 3M | -0.9% | +8.4% | -9.2% | -2.9% |
| 6M | +14.9% | +8.4% | +6.5% | +11.9% |
| YTD | +22.8% | +24.4% | -1.5% | +14.5% |
| 1Y | +36.2% | +33.5% | +2.7% | +24.7% |
| 3Y | +45.7% | -2.1% | +47.8% | +41.3% |
| 5Y | +31.3% | +5.8% | +25.5% | +23.2% |
| 10Y | +60.6% | +268.9% | -208.3% | +4.8% |
| All | +211.9% | +2,594.5% | -2,382.6% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling