+1,749.1%
BMY vs IP
+364.8%
+1,384.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.3% |
| 7D | +0.4% | -5.3% | +5.6% | +1.5% |
| 30D | +5.0% | -10.9% | +15.9% | +7.5% |
| 3M | +19.4% | +11.2% | +8.2% | +16.1% |
| 6M | +9.5% | -10.2% | +19.8% | +10.7% |
| YTD | +28.1% | -2.0% | +30.1% | +26.6% |
| 1Y | +50.0% | -19.1% | +69.1% | +53.6% |
| 3Y | +24.1% | +20.9% | +3.2% | +14.1% |
| 5Y | +25.0% | -17.8% | +42.8% | +23.3% |
| 10Y | +68.7% | +23.5% | +45.1% | +46.3% |
| All | +1,749.1% | +364.8% | +1,384.3% | +828.1% |
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