+178.6%
BMY vs EXEL
+336.4%
-157.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +2.1% | -0.8% | +2.9% | +2.1% |
| 30D | +7.0% | +13.1% | -6.1% | +5.8% |
| 3M | -0.9% | +36.3% | -37.2% | -3.5% |
| 6M | +14.9% | +34.5% | -19.6% | +11.9% |
| YTD | +22.8% | +57.4% | -34.6% | +17.8% |
| 1Y | +36.2% | +62.9% | -26.7% | +30.2% |
| 3Y | +45.7% | +229.5% | -183.8% | +29.7% |
| 5Y | +31.3% | +281.2% | -249.9% | +14.6% |
| 10Y | +60.6% | +320.7% | -260.1% | +34.0% |
| All | +178.6% | +336.4% | -157.8% | +96.5% |
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