+45.6%
BMY vs IT
-17.9%
+63.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.6% | +3.9% |
| 7D | +6.0% | -5.5% | +11.4% | +6.4% |
| 30D | +9.1% | +10.3% | -1.2% | +8.6% |
| 3M | -2.6% | +11.5% | -14.1% | -3.3% |
| 6M | +13.1% | +40.3% | -27.1% | +9.8% |
| YTD | +23.0% | -17.9% | +40.9% | +27.9% |
| 1Y | +45.6% | -8.8% | +54.4% | +47.0% |
| All | +45.6% | -17.9% | +63.5% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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