+58.2%
BMY vs EXR
+205.9%
-147.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +1.8% | +1.7% | 0.0% | +1.4% |
| 30D | +6.2% | +18.0% | -11.8% | +2.3% |
| 3M | -2.1% | +9.7% | -11.8% | -4.2% |
| 6M | +14.3% | +13.4% | +0.8% | +10.9% |
| YTD | +21.6% | +26.3% | -4.7% | +15.2% |
| 1Y | +38.8% | +27.6% | +11.2% | +31.1% |
| 3Y | +42.9% | +52.2% | -9.2% | +29.6% |
| 5Y | +30.1% | -1.1% | +31.1% | +26.6% |
| 10Y | +58.2% | +216.8% | -158.6% | +19.1% |
| All | +58.2% | +205.9% | -147.7% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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