+25.8%
BMY vs IP
-17.2%
+43.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.2% |
| 7D | +0.4% | -5.3% | +5.6% | +1.1% |
| 30D | +5.0% | -10.9% | +15.9% | +6.6% |
| 3M | +19.4% | +11.2% | +8.2% | +17.2% |
| 6M | +9.5% | -10.2% | +19.8% | +10.8% |
| YTD | +28.1% | -2.0% | +30.1% | +27.4% |
| 1Y | +50.0% | -19.1% | +69.1% | +53.4% |
| 3Y | +24.1% | +20.9% | +3.2% | +17.3% |
| All | +25.8% | -17.2% | +43.0% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling