+60.7%
BMY vs EME
+1,362.1%
-1,301.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.6% |
| 7D | -4.8% | +3.5% | -8.3% | -5.1% |
| 30D | -0.1% | -6.3% | +6.2% | +0.5% |
| 3M | +13.1% | -3.8% | +16.9% | +13.0% |
| 6M | +8.4% | +8.5% | -0.1% | +6.7% |
| YTD | +22.0% | +27.8% | -5.8% | +17.6% |
| 1Y | +40.3% | +22.2% | +18.1% | +34.8% |
| 3Y | +20.5% | +253.5% | -233.0% | -4.6% |
| 5Y | +23.7% | +578.6% | -554.9% | -15.6% |
| All | +60.7% | +1,362.1% | -1,301.4% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling