+29.0%
BMY vs EXPD
+63.3%
-34.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -1.3% | +3.6% | -4.9% | -1.8% |
| 30D | +10.0% | +0.3% | +9.7% | +9.9% |
| 3M | -1.2% | +6.1% | -7.2% | -2.1% |
| 6M | +12.8% | +27.4% | -14.6% | +8.8% |
| YTD | +20.7% | +32.0% | -11.3% | +15.2% |
| 1Y | +32.6% | +40.5% | -7.9% | +25.4% |
| 3Y | +41.8% | +75.7% | -33.9% | +28.5% |
| 5Y | +29.0% | +61.7% | -32.7% | +16.3% |
| All | +29.0% | +63.3% | -34.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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