+24.9%
BMY vs EXE
+103.9%
-79.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | -3.3% | -1.8% | -1.5% | -3.2% |
| 30D | 0.0% | +6.4% | -6.4% | -0.5% |
| 3M | +17.7% | +9.2% | +8.5% | +16.9% |
| 6M | +9.6% | -7.0% | +16.6% | +10.0% |
| YTD | +24.0% | -9.5% | +33.4% | +24.6% |
| 1Y | +45.1% | +6.2% | +38.9% | +44.3% |
| 3Y | +22.5% | +20.7% | +1.8% | +19.9% |
| All | +24.9% | +103.9% | -79.1% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling