+65.2%
BMY vs ETHA
-29.6%
+94.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.2% |
| 7D | -3.3% | +2.7% | -6.0% | -3.4% |
| 30D | 0.0% | +29.4% | -29.4% | -0.6% |
| 3M | +17.7% | +47.2% | -29.4% | +16.6% |
| 6M | +9.6% | +25.4% | -15.8% | +9.0% |
| YTD | +24.0% | -16.5% | +40.5% | +24.3% |
| 1Y | +45.1% | -42.3% | +87.4% | +46.4% |
| All | +65.2% | -29.6% | +94.8% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling