+24.3%
BMY vs IT
-45.7%
+70.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.3% |
| 7D | -4.8% | -9.1% | +4.3% | -4.0% |
| 30D | -0.7% | -12.2% | +11.5% | +0.4% |
| 3M | +15.3% | +7.8% | +7.5% | +13.9% |
| 6M | +8.5% | +2.0% | +6.6% | +7.4% |
| YTD | +23.4% | -32.7% | +56.2% | +27.0% |
| 1Y | +42.9% | -31.1% | +74.0% | +46.3% |
| 3Y | +22.0% | -52.1% | +74.0% | +28.8% |
| 5Y | +24.3% | -46.3% | +70.6% | +27.7% |
| All | +24.3% | -45.7% | +70.0% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling