+545.0%
BMY vs ICE
+2,600.8%
-2,055.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +2.1% | +3.6% | -1.5% | +1.4% |
| 30D | +7.0% | +15.1% | -8.1% | +4.2% |
| 3M | -0.9% | +15.4% | -16.2% | -3.6% |
| 6M | +14.9% | +16.1% | -1.2% | +11.5% |
| YTD | +22.8% | +11.4% | +11.5% | +19.8% |
| 1Y | +36.2% | +18.5% | +17.8% | +31.3% |
| 3Y | +45.7% | +70.5% | -24.9% | +30.5% |
| 5Y | +31.3% | +40.9% | -9.7% | +20.9% |
| 10Y | +60.6% | +260.6% | -200.0% | +23.8% |
| All | +545.0% | +2,600.8% | -2,055.9% | +281.9% |
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