+23.9%
BMY vs ICE
+38.6%
-14.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -6.4% | -5.3% | -1.0% | -5.3% |
| 30D | +0.2% | +3.0% | -2.8% | -0.4% |
| 3M | +16.0% | +11.4% | +4.5% | +13.4% |
| 6M | +8.3% | -2.0% | +10.4% | +8.4% |
| YTD | +22.2% | -3.1% | +25.3% | +22.3% |
| 1Y | +41.7% | -8.4% | +50.1% | +43.4% |
| 3Y | +20.7% | +40.7% | -20.0% | +10.9% |
| 5Y | +23.9% | +40.0% | -16.0% | +12.6% |
| All | +23.9% | +38.6% | -14.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 5y: compounded portfolio wealth divided by compounded ICE 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…
5y analysis · Full analysis span regression · 6 months rolling