+57.5%
BMY vs IBB
+139.6%
-82.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.3% |
| 7D | -1.4% | +2.7% | -4.1% | -2.7% |
| 30D | +5.1% | +6.3% | -1.2% | +1.9% |
| 3M | -3.0% | +11.1% | -14.1% | -8.1% |
| 6M | +13.1% | +29.2% | -16.2% | -0.5% |
| YTD | +20.3% | +30.2% | -9.9% | +5.4% |
| 1Y | +39.0% | +39.5% | -0.5% | +17.9% |
| 3Y | +42.0% | +92.3% | -50.4% | +3.1% |
| 5Y | +28.5% | +43.0% | -14.4% | +5.4% |
| 10Y | +57.5% | +137.1% | -79.6% | -6.7% |
| All | +57.5% | +139.6% | -82.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling