+42.9%
BMY vs EW
+59.8%
-16.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.1% |
| 7D | +1.8% | +9.3% | -7.5% | +1.2% |
| 30D | +6.2% | +22.1% | -15.8% | +4.9% |
| 3M | -2.1% | +13.0% | -15.2% | -3.0% |
| 6M | +14.3% | +30.1% | -15.8% | +12.5% |
| YTD | +21.6% | +22.0% | -0.4% | +20.0% |
| 1Y | +38.8% | +23.7% | +15.1% | +36.9% |
| 3Y | +42.9% | +62.0% | -19.1% | +31.3% |
| All | +42.9% | +59.8% | -16.8% | +31.3% |
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