+22.0%
BMY vs EWT
+200.7%
-178.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.8% | +2.1% | -6.9% | -4.9% |
| 30D | -0.7% | +9.4% | -10.0% | -0.9% |
| 3M | +15.3% | +10.9% | +4.5% | +14.5% |
| 6M | +8.5% | +57.9% | -49.4% | +4.1% |
| YTD | +23.4% | +75.9% | -52.5% | +17.5% |
| 1Y | +42.9% | +89.7% | -46.8% | +35.2% |
| All | +22.0% | +200.7% | -178.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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