+23.9%
BMY vs EME
+540.8%
-516.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -6.4% | +0.9% | -7.3% | -6.4% |
| 30D | +0.2% | -8.4% | +8.6% | +0.2% |
| 3M | +16.0% | -3.6% | +19.6% | +15.7% |
| 6M | +8.3% | +3.6% | +4.8% | +8.1% |
| YTD | +22.2% | +22.5% | -0.3% | +22.0% |
| 1Y | +41.7% | +18.2% | +23.5% | +40.7% |
| 3Y | +20.7% | +238.4% | -217.7% | +14.0% |
| 5Y | +23.9% | +550.5% | -526.6% | +4.9% |
| All | +23.9% | +540.8% | -516.9% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling