+22.5%
BMY vs EW
+14.1%
+8.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.9% |
| 7D | -3.3% | -4.4% | +1.1% | -3.0% |
| 30D | 0.0% | -3.3% | +3.3% | +0.2% |
| 3M | +17.7% | +1.0% | +16.7% | +17.7% |
| 6M | +9.6% | +6.2% | +3.4% | +9.1% |
| YTD | +24.0% | +1.7% | +22.3% | +23.7% |
| 1Y | +45.1% | +8.1% | +37.0% | +44.1% |
| 3Y | +22.5% | +17.1% | +5.4% | +10.3% |
| All | +22.5% | +14.1% | +8.4% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling