+36.6%
BMY vs EOSE
-57.1%
+93.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.8% | -14.0% | -3.3% |
| 7D | -3.3% | +41.4% | -44.8% | -3.7% |
| 30D | 0.0% | +3.6% | -3.7% | -0.1% |
| 3M | +17.7% | -35.7% | +53.5% | +18.0% |
| 6M | +9.6% | -29.9% | +39.5% | +9.6% |
| YTD | +24.0% | -62.5% | +86.5% | +24.3% |
| 1Y | +45.1% | -37.4% | +82.5% | +44.7% |
| 3Y | +22.5% | +55.8% | -33.3% | +18.9% |
| 5Y | +22.3% | -67.8% | +90.1% | +15.8% |
| All | +36.6% | -57.1% | +93.7% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling