+24.3%
BMY vs EOSE
-70.0%
+94.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -4.8% | +1.8% | -6.6% | -4.8% |
| 30D | -0.1% | -6.8% | +6.7% | -0.1% |
| 3M | +13.1% | -36.3% | +49.4% | +13.5% |
| 6M | +8.4% | -38.8% | +47.2% | +8.5% |
| YTD | +22.0% | -65.5% | +87.5% | +22.6% |
| 1Y | +40.3% | -45.3% | +85.6% | +39.9% |
| 3Y | +20.5% | +44.2% | -23.6% | +15.7% |
| All | +24.3% | -70.0% | +94.3% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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