+58.2%
BMY vs EXC
+183.9%
-125.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +6.2% | +9.0% | -2.8% | +3.4% |
| 3M | -2.1% | +3.3% | -5.4% | -3.2% |
| 6M | +14.3% | +5.7% | +8.6% | +12.2% |
| YTD | +21.6% | +7.3% | +14.3% | +18.5% |
| 1Y | +38.8% | +2.9% | +35.9% | +36.9% |
| 3Y | +42.9% | +29.3% | +13.6% | +30.0% |
| 5Y | +30.1% | +40.1% | -10.0% | +13.6% |
| 10Y | +58.2% | +197.7% | -139.5% | +14.5% |
| All | +58.2% | +183.9% | -125.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling