+1,637.4%
BMY vs EXC
+2,465.1%
-827.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.0% |
| 7D | -0.5% | -1.2% | +0.6% | -0.2% |
| 30D | +4.1% | +10.0% | -5.9% | +1.5% |
| 3M | -2.1% | +1.6% | -3.8% | -2.6% |
| 6M | +12.2% | +3.3% | +8.9% | +11.1% |
| YTD | +20.3% | +7.6% | +12.8% | +17.6% |
| 1Y | +39.2% | +3.5% | +35.7% | +37.4% |
| 3Y | +35.6% | +27.7% | +7.9% | +25.6% |
| 5Y | +28.6% | +41.1% | -12.6% | +14.6% |
| 10Y | +73.9% | +178.2% | -104.3% | +25.9% |
| All | +1,637.4% | +2,465.1% | -827.6% | +543.5% |
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 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