+24.3%
BMY vs ET
+241.8%
-217.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | -4.8% | +0.2% | -5.0% | -4.8% |
| 30D | -0.1% | +2.9% | -3.0% | -0.4% |
| 3M | +13.1% | +16.8% | -3.7% | +11.3% |
| 6M | +8.4% | +18.9% | -10.5% | +6.4% |
| YTD | +22.0% | +37.7% | -15.7% | +18.0% |
| 1Y | +40.3% | +32.4% | +7.9% | +36.2% |
| 3Y | +20.5% | +99.5% | -79.0% | +10.8% |
| All | +24.3% | +241.8% | -217.5% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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