+1,749.1%
BMY vs ETR
+4,412.2%
-2,663.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +0.4% | +1.4% | -1.1% | -0.1% |
| 30D | +5.0% | +1.0% | +4.0% | +4.7% |
| 3M | +19.4% | -1.3% | +20.6% | +19.7% |
| 6M | +9.5% | +1.9% | +7.6% | +8.7% |
| YTD | +28.1% | +18.2% | +9.9% | +21.7% |
| 1Y | +50.0% | +24.7% | +25.3% | +40.2% |
| 3Y | +24.1% | +150.7% | -126.6% | -6.2% |
| 5Y | +25.0% | +127.0% | -102.0% | -3.8% |
| 10Y | +68.7% | +295.5% | -226.8% | +7.5% |
| All | +1,749.1% | +4,412.2% | -2,663.1% | +432.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling