+36.2%
BMY vs EXE
-23.9%
+60.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.7% |
| 7D | +2.1% | +5.3% | -3.3% | +1.8% |
| 30D | +7.0% | -2.2% | +9.2% | +7.1% |
| 3M | -0.9% | -5.9% | +5.0% | -0.4% |
| 6M | +14.9% | -5.7% | +20.6% | +15.5% |
| YTD | +22.8% | -17.8% | +40.7% | +26.1% |
| 1Y | +36.2% | -23.1% | +59.4% | +45.3% |
| All | +36.2% | -23.9% | +60.2% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling