+229.3%
BMY vs EW
+8,226.0%
-7,996.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.1% |
| 7D | -2.0% | +6.5% | -8.5% | -3.0% |
| 30D | +9.3% | +22.5% | -13.2% | +5.6% |
| 3M | -0.1% | +13.0% | -13.0% | -2.2% |
| 6M | +15.5% | +37.1% | -21.6% | +9.3% |
| YTD | +21.8% | +24.1% | -2.3% | +17.0% |
| 1Y | +34.9% | +24.2% | +10.6% | +29.5% |
| 3Y | +43.2% | +64.8% | -21.6% | +27.6% |
| 5Y | +30.7% | -7.4% | +38.2% | +26.6% |
| 10Y | +59.3% | +248.8% | -189.5% | +19.5% |
| All | +229.3% | +8,226.0% | -7,996.7% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling