+60.1%
BMY vs ETR
+378.9%
-318.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.1% | +1.2% | +0.9% | +1.7% |
| 30D | +7.0% | +7.0% | 0.0% | +4.8% |
| 3M | -0.9% | +4.6% | -5.5% | -2.3% |
| 6M | +14.9% | +0.1% | +14.8% | +14.7% |
| YTD | +22.8% | +23.2% | -0.4% | +14.8% |
| 1Y | +36.2% | +20.6% | +15.7% | +28.2% |
| 3Y | +45.7% | +156.3% | -110.6% | +7.4% |
| 5Y | +31.3% | +159.6% | -128.4% | -4.9% |
| All | +60.1% | +378.9% | -318.9% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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