+30.9%
BMY vs ETR
+157.6%
-126.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.9% |
| 3M | -0.9% | +4.6% | -5.5% | -2.3% |
| 6M | +14.9% | +0.1% | +14.8% | +14.8% |
| YTD | +22.8% | +23.2% | -0.4% | +15.1% |
| 1Y | +36.2% | +20.6% | +15.7% | +28.4% |
| 3Y | +45.7% | +156.3% | -110.6% | +8.1% |
| All | +30.9% | +157.6% | -126.7% | -2.6% |
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