+528.6%
BMY vs ET
+1,447.8%
-919.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -4.8% | +0.6% | -5.5% | -4.9% |
| 30D | -0.7% | +5.3% | -6.0% | -1.3% |
| 3M | +15.3% | +15.6% | -0.3% | +13.2% |
| 6M | +8.5% | +20.6% | -12.1% | +6.0% |
| YTD | +23.4% | +38.5% | -15.1% | +18.4% |
| 1Y | +42.9% | +35.7% | +7.2% | +37.3% |
| 3Y | +22.0% | +98.4% | -76.4% | +11.0% |
| 5Y | +24.3% | +245.3% | -221.0% | +4.6% |
| 10Y | +64.6% | +173.7% | -109.2% | +35.8% |
| All | +528.6% | +1,447.8% | -919.2% | +199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling