+35.0%
BMY vs BITO
-7.1%
+42.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -4.8% | +1.1% | -5.9% | -4.8% |
| 30D | -0.7% | +21.8% | -22.4% | -1.5% |
| 3M | +15.3% | +25.0% | -9.7% | +14.2% |
| 6M | +8.5% | +11.3% | -2.8% | +7.9% |
| YTD | +23.4% | -12.7% | +36.2% | +23.8% |
| 1Y | +42.9% | -32.3% | +75.2% | +44.8% |
| 3Y | +22.0% | +150.3% | -128.4% | +15.7% |
| All | +35.0% | -7.1% | +42.1% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling