+536.7%
BMY vs EXR
+3,094.9%
-2,558.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -0.5% | +5.2% | -5.7% | -1.7% |
| 30D | +4.1% | +20.9% | -16.8% | -0.2% |
| 3M | -2.1% | +7.7% | -9.8% | -3.8% |
| 6M | +12.2% | +13.2% | -1.0% | +9.0% |
| YTD | +20.3% | +26.5% | -6.2% | +13.9% |
| 1Y | +39.2% | +27.2% | +12.0% | +31.6% |
| 3Y | +35.6% | +71.5% | -36.0% | +18.9% |
| 5Y | +28.6% | +0.4% | +28.2% | +24.3% |
| 10Y | +73.9% | +225.2% | -151.3% | +25.6% |
| All | +536.7% | +3,094.9% | -2,558.2% | +155.6% |
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