+249.7%
BMY vs EWT
+594.1%
-344.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.7% | -2.3% |
| 7D | +0.4% | +4.0% | -3.6% | -0.6% |
| 30D | +5.0% | +10.3% | -5.3% | +2.5% |
| 3M | +19.4% | +6.1% | +13.3% | +16.8% |
| 6M | +9.5% | +56.6% | -47.1% | -3.2% |
| YTD | +28.1% | +76.6% | -48.5% | +9.7% |
| 1Y | +50.0% | +97.9% | -47.9% | +24.6% |
| 3Y | +24.1% | +198.0% | -173.9% | -8.6% |
| 5Y | +25.0% | +151.8% | -126.8% | -4.8% |
| 10Y | +68.7% | +514.1% | -445.5% | 0.0% |
| All | +249.7% | +594.1% | -344.4% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling