+33.4%
BMY vs BITO
-8.3%
+41.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | -3.4% | -1.3% | -4.6% |
| 30D | -0.1% | +21.4% | -21.5% | -0.9% |
| 3M | +13.1% | +20.5% | -7.4% | +12.2% |
| 6M | +8.4% | +7.4% | +1.0% | +8.0% |
| YTD | +22.0% | -13.9% | +35.8% | +22.4% |
| 1Y | +40.3% | -35.1% | +75.4% | +42.4% |
| 3Y | +20.5% | +156.8% | -136.3% | +14.2% |
| All | +33.4% | -8.3% | +41.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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