+42.9%
BMY vs EXPE
+126.3%
-83.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +1.2% |
| 7D | +1.8% | -11.2% | +13.0% | +2.7% |
| 30D | +6.2% | -7.5% | +13.7% | +6.9% |
| 3M | -2.1% | -19.1% | +16.9% | -0.7% |
| 6M | +14.3% | +10.7% | +3.5% | +13.4% |
| YTD | +21.6% | -9.9% | +31.5% | +22.3% |
| 1Y | +38.8% | -4.6% | +43.4% | +38.8% |
| 3Y | +42.9% | +116.8% | -73.9% | +21.6% |
| All | +42.9% | +126.3% | -83.3% | +21.6% |
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