+495.2%
BMY vs EXPE
+851.4%
-356.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | +0.4% | -9.5% | +9.9% | +1.6% |
| 30D | +5.0% | -6.6% | +11.6% | +5.8% |
| 3M | +19.4% | +31.4% | -12.0% | +14.8% |
| 6M | +9.5% | +35.2% | -25.7% | +4.5% |
| YTD | +28.1% | +5.8% | +22.3% | +25.6% |
| 1Y | +50.0% | +38.7% | +11.3% | +41.3% |
| 3Y | +24.1% | +175.8% | -151.7% | +4.0% |
| 5Y | +25.0% | +111.8% | -86.9% | +4.9% |
| 10Y | +68.7% | +179.7% | -111.0% | +27.3% |
| All | +495.2% | +851.4% | -356.3% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling