+185.6%
BMY vs IBB
+560.8%
-375.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.4% |
| 7D | +0.4% | +1.4% | -1.1% | -0.3% |
| 30D | +5.0% | +10.5% | -5.5% | +0.1% |
| 3M | +19.4% | +23.6% | -4.2% | +7.8% |
| 6M | +9.5% | +22.6% | -13.1% | -0.9% |
| YTD | +28.1% | +25.7% | +2.4% | +14.5% |
| 1Y | +50.0% | +51.4% | -1.4% | +22.8% |
| 3Y | +24.1% | +64.4% | -40.3% | -2.9% |
| 5Y | +25.0% | +22.1% | +2.8% | +10.0% |
| 10Y | +68.7% | +132.5% | -63.8% | +5.3% |
| All | +185.6% | +560.8% | -375.2% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling