+222.9%
BMY vs IJH
+1,055.9%
-833.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | +0.1% |
| 7D | -4.8% | -0.7% | -4.1% | -4.5% |
| 30D | -0.7% | -3.8% | +3.2% | +1.2% |
| 3M | +15.3% | 0.0% | +15.3% | +15.2% |
| 6M | +8.5% | +8.8% | -0.2% | +3.9% |
| YTD | +23.4% | +13.5% | +9.9% | +15.7% |
| 1Y | +42.9% | +15.4% | +27.5% | +32.7% |
| 3Y | +22.0% | +50.9% | -29.0% | -2.2% |
| 5Y | +24.3% | +47.8% | -23.5% | -1.7% |
| 10Y | +64.6% | +183.1% | -118.5% | -11.4% |
| All | +222.9% | +1,055.9% | -833.0% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling