+62.8%
BMY vs ETHA
-30.2%
+93.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -6.4% | -2.4% | -4.0% | -6.3% |
| 30D | +0.2% | +30.9% | -30.7% | -0.4% |
| 3M | +16.0% | +51.1% | -35.2% | +14.8% |
| 6M | +8.3% | +20.5% | -12.2% | +7.8% |
| YTD | +22.2% | -17.3% | +39.4% | +22.5% |
| 1Y | +41.7% | -43.2% | +84.9% | +43.0% |
| All | +62.8% | -30.2% | +93.0% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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