+572.5%
BMY vs ICE
+2,331.7%
-1,759.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.2% | -1.5% |
| 7D | +0.4% | -0.7% | +1.0% | +0.5% |
| 30D | +5.0% | +7.6% | -2.6% | +3.6% |
| 3M | +19.4% | +13.9% | +5.5% | +16.4% |
| 6M | +9.5% | -2.4% | +11.9% | +9.8% |
| YTD | +28.1% | +0.3% | +27.8% | +27.5% |
| 1Y | +50.0% | -6.4% | +56.4% | +51.1% |
| 3Y | +24.1% | +43.1% | -19.0% | +14.9% |
| 5Y | +25.0% | +42.1% | -17.1% | +14.9% |
| 10Y | +68.7% | +220.9% | -152.3% | +33.0% |
| All | +572.5% | +2,331.7% | -1,759.3% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling