+30.2%
BMY vs IT
-41.6%
+71.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | -2.0% | -6.8% | +4.9% | -1.3% |
| 30D | +9.3% | -0.6% | +9.8% | +9.3% |
| 3M | -0.1% | +3.1% | -3.1% | -0.5% |
| 6M | +15.5% | +25.5% | -10.0% | +12.3% |
| YTD | +21.8% | -23.5% | +45.3% | +23.9% |
| 1Y | +34.9% | -16.6% | +51.5% | +35.9% |
| 3Y | +43.2% | -53.1% | +96.3% | +52.4% |
| All | +30.2% | -41.6% | +71.8% | +32.6% |
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