+68.5%
BMY vs IP
+26.3%
+42.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -0.5% | -5.1% | +4.5% | +0.5% |
| 30D | +4.1% | +8.5% | -4.4% | +2.3% |
| 3M | -2.1% | -13.8% | +11.7% | +0.8% |
| 6M | +12.2% | +5.7% | +6.5% | +9.9% |
| YTD | +20.3% | -9.1% | +29.4% | +20.7% |
| 1Y | +39.2% | -0.8% | +40.0% | +36.8% |
| 3Y | +35.6% | +14.8% | +20.8% | +24.1% |
| 5Y | +28.6% | -11.5% | +40.1% | +24.3% |
| All | +68.5% | +26.3% | +42.3% | +36.4% |
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