+60.7%
BMY vs EW
+120.5%
-59.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.3% |
| 7D | -4.8% | -6.2% | +1.4% | -3.7% |
| 30D | -0.1% | -9.3% | +9.2% | +1.6% |
| 3M | +13.1% | -1.6% | +14.7% | +13.3% |
| 6M | +8.4% | -0.8% | +9.3% | +8.3% |
| YTD | +22.0% | -1.0% | +23.0% | +21.8% |
| 1Y | +40.3% | +8.2% | +32.1% | +37.8% |
| 3Y | +20.5% | +12.7% | +7.8% | +14.0% |
| 5Y | +23.7% | -30.2% | +53.9% | +27.2% |
| All | +60.7% | +120.5% | -59.7% | +23.6% |
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