+28.3%
BMY vs EXR
+24.9%
+3.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.5% |
| 7D | +0.4% | -2.6% | +2.9% | +1.1% |
| 30D | +5.0% | -7.2% | +12.2% | +7.2% |
| 3M | +19.4% | -3.5% | +22.9% | +20.5% |
| 6M | +9.5% | -5.3% | +14.8% | +10.9% |
| YTD | +28.1% | +9.4% | +18.7% | +24.9% |
| 1Y | +50.0% | +1.3% | +48.7% | +48.7% |
| All | +28.3% | +24.9% | +3.4% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling