+41.7%
BMY vs EW
+8.2%
+33.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -6.4% | -3.4% | -3.0% | -6.0% |
| 30D | +0.2% | -7.4% | +7.6% | +1.1% |
| 3M | +16.0% | +0.9% | +15.0% | +16.0% |
| 6M | +8.3% | +1.2% | +7.2% | +7.8% |
| YTD | +22.2% | +1.8% | +20.4% | +21.9% |
| 1Y | +41.7% | +10.8% | +30.9% | +39.3% |
| All | +41.7% | +8.2% | +33.5% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling