+38.8%
BMY vs EXE
+191.4%
-152.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +0.4% | -0.3% | +0.6% | +0.4% |
| 30D | +5.0% | +8.5% | -3.4% | +4.4% |
| 3M | +19.4% | +5.5% | +13.9% | +18.9% |
| 6M | +9.5% | -5.9% | +15.4% | +9.8% |
| YTD | +28.1% | -9.7% | +37.8% | +28.7% |
| 1Y | +50.0% | +3.6% | +46.4% | +49.4% |
| 3Y | +24.1% | +18.0% | +6.0% | +21.7% |
| 5Y | +25.0% | +109.4% | -84.4% | +18.5% |
| All | +38.8% | +191.4% | -152.6% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling