+25.2%
BMY vs ETR
+126.1%
-100.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.1% |
| 7D | -4.8% | +0.4% | -5.2% | -4.9% |
| 30D | -0.7% | +2.0% | -2.7% | -1.3% |
| 3M | +15.3% | -1.7% | +17.0% | +15.8% |
| 6M | +8.5% | +3.6% | +5.0% | +7.2% |
| YTD | +23.4% | +18.0% | +5.4% | +17.3% |
| 1Y | +42.9% | +26.2% | +16.7% | +32.9% |
| 3Y | +22.0% | +148.0% | -126.0% | -8.0% |
| All | +25.2% | +126.1% | -100.8% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling