+22.5%
BMY vs IT
-51.4%
+73.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.4% | +4.2% | -2.6% |
| 7D | -3.3% | -9.1% | +5.8% | -2.6% |
| 30D | 0.0% | -7.0% | +7.0% | +0.5% |
| 3M | +17.7% | +7.6% | +10.1% | +16.2% |
| 6M | +9.6% | +2.1% | +7.5% | +8.4% |
| YTD | +24.0% | -31.6% | +55.6% | +27.6% |
| 1Y | +45.1% | -29.9% | +75.0% | +48.4% |
| All | +22.5% | -51.4% | +73.9% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling