+57.3%
BMY vs EW
+249.9%
-192.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.3% | +4.9% | -6.2% | -2.1% |
| 30D | +10.0% | +24.1% | -14.1% | +5.8% |
| 3M | -1.2% | +13.7% | -14.9% | -3.5% |
| 6M | +12.8% | +32.7% | -19.9% | +7.0% |
| YTD | +20.7% | +24.1% | -3.4% | +15.6% |
| 1Y | +32.6% | +23.6% | +9.0% | +27.1% |
| 3Y | +41.8% | +64.8% | -22.9% | +24.1% |
| 5Y | +29.0% | -8.8% | +37.8% | +26.3% |
| All | +57.3% | +249.9% | -192.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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