+577.6%
BMY vs EXR
+2,662.2%
-2,084.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.6% |
| 7D | +0.4% | -2.6% | +2.9% | +0.9% |
| 30D | +5.0% | -7.2% | +12.2% | +6.8% |
| 3M | +19.4% | -3.5% | +22.9% | +20.3% |
| 6M | +9.5% | -5.3% | +14.8% | +10.8% |
| YTD | +28.1% | +9.4% | +18.7% | +25.3% |
| 1Y | +50.0% | +1.3% | +48.7% | +49.0% |
| 3Y | +24.1% | +22.4% | +1.7% | +17.1% |
| 5Y | +25.0% | -12.2% | +37.2% | +24.4% |
| 10Y | +68.7% | +148.6% | -79.9% | +29.1% |
| All | +577.6% | +2,662.2% | -2,084.6% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling