+62.6%
BMY vs EQX
+232.0%
-169.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -4.8% | -3.2% | -1.6% | -4.7% |
| 30D | -0.1% | +7.8% | -7.9% | -0.2% |
| 3M | +13.1% | +21.3% | -8.2% | +12.9% |
| 6M | +8.4% | -22.4% | +30.8% | +8.6% |
| YTD | +22.0% | -11.3% | +33.3% | +22.0% |
| 1Y | +40.3% | +13.5% | +26.8% | +40.1% |
| 3Y | +20.5% | +162.1% | -141.6% | +18.9% |
| 5Y | +23.7% | +84.2% | -60.5% | +21.8% |
| All | +62.6% | +232.0% | -169.5% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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