+32.4%
BMY vs EXE
+188.3%
-155.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -6.4% | -2.2% | -4.2% | -6.2% |
| 30D | +0.2% | -0.8% | +1.0% | +0.3% |
| 3M | +16.0% | +10.0% | +5.9% | +15.1% |
| 6M | +8.3% | -6.3% | +14.7% | +8.7% |
| YTD | +22.2% | -10.7% | +32.9% | +22.9% |
| 1Y | +41.7% | +2.7% | +39.0% | +41.2% |
| 3Y | +20.7% | +19.1% | +1.6% | +18.4% |
| 5Y | +23.9% | +105.4% | -81.5% | +17.6% |
| All | +32.4% | +188.3% | -155.9% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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