+60.1%
BMY vs EXEL
+320.7%
-260.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +2.1% | -0.8% | +2.9% | +2.2% |
| 30D | +7.0% | +13.1% | -6.1% | +5.1% |
| 3M | -0.9% | +36.3% | -37.2% | -5.1% |
| 6M | +14.9% | +34.5% | -19.6% | +10.0% |
| YTD | +22.8% | +57.4% | -34.6% | +14.8% |
| 1Y | +36.2% | +62.9% | -26.7% | +26.7% |
| 3Y | +45.7% | +229.5% | -183.8% | +20.6% |
| 5Y | +31.3% | +281.2% | -249.9% | +5.1% |
| All | +60.1% | +320.7% | -260.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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