+25.8%
BMY vs EXPD
+61.6%
-35.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | +5.0% | +4.1% | +0.9% | +4.4% |
| 3M | +19.4% | +17.9% | +1.5% | +16.5% |
| 6M | +9.5% | +29.2% | -19.7% | +5.3% |
| YTD | +28.1% | +27.4% | +0.7% | +23.0% |
| 1Y | +50.0% | +56.8% | -6.9% | +39.2% |
| 3Y | +24.1% | +68.0% | -44.0% | +13.2% |
| All | +25.8% | +61.6% | -35.8% | +13.3% |
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