+36.3%
BMY vs IP
+12.9%
+23.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.1% |
| 7D | +2.8% | -5.0% | +7.8% | +3.6% |
| 30D | +5.9% | +6.5% | -0.6% | +5.0% |
| 3M | -0.8% | -18.0% | +17.2% | +1.7% |
| 6M | +12.1% | +10.3% | +1.8% | +10.0% |
| YTD | +21.0% | -9.9% | +30.9% | +21.8% |
| 1Y | +40.4% | -1.1% | +41.5% | +39.3% |
| All | +36.3% | +12.9% | +23.4% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling