+60.1%
BMY vs IP
+20.8%
+39.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.3% | +1.5% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | +7.0% | +7.9% | -0.9% | +5.2% |
| 3M | -0.9% | -15.3% | +14.4% | +2.4% |
| 6M | +14.9% | +10.5% | +4.4% | +11.5% |
| YTD | +22.8% | -9.4% | +32.2% | +23.3% |
| 1Y | +36.2% | -4.6% | +40.9% | +35.1% |
| 3Y | +45.7% | +21.2% | +24.4% | +31.5% |
| 5Y | +31.3% | -13.3% | +44.6% | +27.6% |
| All | +60.1% | +20.8% | +39.2% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling