+59.3%
BMY vs EXPE
+121.2%
-61.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.1% |
| 7D | -2.0% | -17.8% | +15.8% | -0.1% |
| 30D | +9.3% | -3.2% | +12.5% | +9.5% |
| 3M | -0.1% | -19.0% | +18.9% | +1.8% |
| 6M | +15.5% | +17.7% | -2.3% | +13.1% |
| YTD | +21.8% | -7.8% | +29.6% | +21.6% |
| 1Y | +34.9% | -1.4% | +36.2% | +33.5% |
| 3Y | +43.2% | +121.9% | -78.8% | +27.4% |
| 5Y | +30.7% | +44.3% | -13.5% | +19.8% |
| 10Y | +59.3% | +125.4% | -66.1% | +29.2% |
| All | +59.3% | +121.2% | -61.9% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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