+60.1%
BMY vs EXPE
+123.5%
-63.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +2.1% | -0.5% | +2.6% | +2.1% |
| 30D | +7.0% | -6.1% | +13.1% | +7.6% |
| 3M | -0.9% | -21.3% | +20.4% | +1.3% |
| 6M | +14.9% | +19.0% | -4.1% | +12.4% |
| YTD | +22.8% | -8.4% | +31.2% | +22.7% |
| 1Y | +36.2% | -2.8% | +39.0% | +35.1% |
| 3Y | +45.7% | +120.8% | -75.1% | +29.7% |
| 5Y | +31.3% | +46.2% | -14.9% | +20.1% |
| All | +60.1% | +123.5% | -63.5% | +29.4% |
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