+60.7%
BMY vs ETN
+730.7%
-670.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.1% | -0.8% |
| 7D | -4.8% | +3.5% | -8.3% | -5.3% |
| 30D | -0.1% | -7.5% | +7.4% | +1.0% |
| 3M | +13.1% | +8.3% | +4.8% | +10.8% |
| 6M | +8.4% | +20.2% | -11.8% | +3.8% |
| YTD | +22.0% | +34.7% | -12.7% | +14.1% |
| 1Y | +40.3% | +19.4% | +20.8% | +33.7% |
| 3Y | +20.5% | +85.5% | -65.0% | +0.2% |
| 5Y | +23.7% | +186.6% | -162.9% | -10.8% |
| All | +60.7% | +730.7% | -670.0% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling