+61.0%
BMY vs IT
+92.9%
-31.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -6.4% | -12.7% | +6.3% | -4.6% |
| 30D | +0.2% | -8.9% | +9.1% | +1.4% |
| 3M | +16.0% | +10.1% | +5.8% | +13.4% |
| 6M | +8.3% | +7.3% | +1.1% | +5.8% |
| YTD | +22.2% | -32.4% | +54.5% | +27.6% |
| 1Y | +41.7% | -26.6% | +68.3% | +45.5% |
| 3Y | +20.7% | -51.8% | +72.5% | +30.6% |
| 5Y | +23.9% | -45.6% | +69.5% | +28.7% |
| All | +61.0% | +92.9% | -31.9% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling