+34.6%
BMY vs IP
-3.5%
+38.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +1.8% | 0.0% | +1.7% | +1.8% |
| 30D | +6.2% | +9.4% | -3.1% | +5.2% |
| 3M | -2.1% | -14.1% | +11.9% | -0.7% |
| 6M | +14.3% | +9.2% | +5.1% | +12.9% |
| YTD | +21.6% | -7.5% | +29.1% | +22.9% |
| All | +34.6% | -3.5% | +38.1% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling