+22.3%
BMY vs EXR
-10.8%
+33.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -3.3% | -0.7% | -2.6% | -3.2% |
| 30D | 0.0% | -6.9% | +6.9% | +1.5% |
| 3M | +17.7% | -3.0% | +20.7% | +18.5% |
| 6M | +9.6% | -2.9% | +12.6% | +10.2% |
| YTD | +24.0% | +9.3% | +14.7% | +21.6% |
| 1Y | +45.1% | -0.9% | +46.0% | +44.9% |
| 3Y | +22.5% | +24.7% | -2.2% | +18.0% |
| 5Y | +22.3% | -11.7% | +34.0% | +22.3% |
| All | +22.3% | -10.8% | +33.1% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling