+1,647.0%
BMY vs IP
+327.4%
+1,319.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.8% |
| 7D | +2.8% | -5.0% | +7.8% | +3.9% |
| 30D | +5.9% | +6.5% | -0.6% | +4.5% |
| 3M | -0.8% | -18.0% | +17.2% | +3.2% |
| 6M | +12.1% | +10.3% | +1.8% | +8.8% |
| YTD | +21.0% | -9.9% | +30.9% | +21.5% |
| 1Y | +40.4% | -1.1% | +41.5% | +38.2% |
| 3Y | +36.3% | +13.0% | +23.2% | +27.0% |
| 5Y | +29.3% | -12.3% | +41.5% | +25.5% |
| 10Y | +74.8% | +26.8% | +48.0% | +50.7% |
| All | +1,647.0% | +327.4% | +1,319.7% | +791.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling