+37.3%
BMY vs IBB
+38.4%
-1.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.5% |
| 7D | -1.4% | +2.7% | -4.1% | -2.9% |
| 30D | +5.1% | +6.3% | -1.2% | +1.4% |
| 3M | -3.0% | +11.1% | -14.1% | -9.0% |
| 6M | +13.1% | +29.2% | -16.2% | -3.5% |
| YTD | +20.3% | +30.2% | -9.9% | +1.2% |
| All | +37.3% | +38.4% | -1.0% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling