+45.6%
BMY vs ETN
-1.0%
+46.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.9% | +13.9% | +3.1% |
| 7D | +6.0% | -10.1% | +16.1% | +5.2% |
| 30D | +9.1% | -18.4% | +27.5% | +8.0% |
| 3M | -2.6% | -20.4% | +17.8% | -3.6% |
| 6M | +13.1% | -16.0% | +29.1% | +12.0% |
| YTD | +23.0% | +11.8% | +11.2% | +19.2% |
| 1Y | +45.6% | -5.5% | +51.0% | +43.2% |
| All | +45.6% | -1.0% | +46.6% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling