+64.6%
BMY vs EXPE
+153.6%
-89.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -4.8% | -11.5% | +6.7% | -3.7% |
| 30D | -0.7% | -13.1% | +12.4% | +0.6% |
| 3M | +15.3% | +18.1% | -2.8% | +13.1% |
| 6M | +8.5% | +13.3% | -4.7% | +6.7% |
| YTD | +23.4% | -3.2% | +26.7% | +22.8% |
| 1Y | +42.9% | +26.1% | +16.8% | +37.8% |
| 3Y | +22.0% | +151.7% | -129.8% | +7.2% |
| 5Y | +24.3% | +88.3% | -64.0% | +9.8% |
| 10Y | +64.6% | +158.0% | -93.4% | +31.8% |
| All | +64.6% | +153.6% | -89.0% | +31.8% |
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