+1,749.1%
BMY vs EXC
+2,353.7%
-604.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +5.0% | -3.7% | +8.7% | +6.0% |
| 3M | +19.4% | -1.3% | +20.7% | +19.7% |
| 6M | +9.5% | -9.7% | +19.2% | +12.4% |
| YTD | +28.1% | +2.9% | +25.2% | +26.7% |
| 1Y | +50.0% | +4.4% | +45.6% | +47.6% |
| 3Y | +24.1% | +22.2% | +1.9% | +16.2% |
| 5Y | +25.0% | +46.7% | -21.7% | +10.2% |
| 10Y | +68.7% | +155.3% | -86.7% | +24.8% |
| All | +1,749.1% | +2,353.7% | -604.6% | +593.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling