+225.8%
BMY vs INDA
+111.6%
+114.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.7% |
| 7D | -3.3% | -1.0% | -2.3% | -3.0% |
| 30D | 0.0% | -2.5% | +2.5% | +0.8% |
| 3M | +17.7% | +4.0% | +13.7% | +16.2% |
| 6M | +9.6% | -1.8% | +11.4% | +10.1% |
| YTD | +24.0% | -9.2% | +33.2% | +27.6% |
| 1Y | +45.1% | -7.2% | +52.3% | +48.2% |
| 3Y | +22.5% | +9.8% | +12.7% | +18.2% |
| 5Y | +22.3% | +7.5% | +14.8% | +18.0% |
| 10Y | +62.0% | +80.8% | -18.8% | +28.0% |
| All | +225.8% | +111.6% | +114.1% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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