+22.0%
BMY vs IBN
+25.8%
-3.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -4.8% | -5.1% | +0.3% | -3.8% |
| 30D | -0.7% | -3.5% | +2.9% | 0.0% |
| 3M | +15.3% | +11.3% | +4.0% | +13.2% |
| 6M | +8.5% | +4.4% | +4.1% | +7.4% |
| YTD | +23.4% | -1.8% | +25.2% | +23.3% |
| 1Y | +42.9% | -8.0% | +50.9% | +43.8% |
| All | +22.0% | +25.8% | -3.9% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling