+22.5%
BMY vs EXPE
+162.6%
-140.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.9% | +4.7% | -2.6% |
| 7D | -3.3% | -9.8% | +6.4% | -2.6% |
| 30D | 0.0% | -11.5% | +11.5% | +0.8% |
| 3M | +17.7% | +21.7% | -4.0% | +15.7% |
| 6M | +9.6% | +10.4% | -0.8% | +8.4% |
| YTD | +24.0% | -2.5% | +26.5% | +23.8% |
| 1Y | +45.1% | +27.3% | +17.8% | +40.8% |
| 3Y | +22.5% | +153.5% | -131.0% | +4.2% |
| All | +22.5% | +162.6% | -140.1% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling