+8.5%
BMY vs IJH
+10.7%
-2.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.1% |
| 7D | -4.8% | -0.7% | -4.1% | -4.6% |
| 30D | -0.7% | -3.8% | +3.2% | +0.4% |
| 3M | +15.3% | 0.0% | +15.3% | +14.8% |
| 6M | +8.5% | +8.8% | -0.2% | +3.1% |
| All | +8.5% | +10.7% | -2.2% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 6mo: compounded portfolio wealth divided by compounded IJH 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…
6mo analysis · Full analysis span regression · 6 months rolling