+190.4%
BMY vs EXEL
+273.2%
-82.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.4% | +8.4% | -8.0% | -0.3% |
| 30D | +5.0% | +4.1% | +0.9% | +4.6% |
| 3M | +19.4% | +12.4% | +7.0% | +18.1% |
| 6M | +9.5% | +41.5% | -32.0% | +6.1% |
| YTD | +28.1% | +34.6% | -6.6% | +24.5% |
| 1Y | +50.0% | +57.9% | -7.9% | +43.6% |
| 3Y | +24.1% | +159.5% | -135.4% | +12.7% |
| 5Y | +25.0% | +198.5% | -173.5% | +11.3% |
| 10Y | +68.7% | +411.4% | -342.7% | +38.4% |
| All | +190.4% | +273.2% | -82.8% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling