+1,448.3%
BMY vs IT
+6,324.9%
-4,876.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.1% |
| 7D | -2.0% | -6.8% | +4.9% | -1.1% |
| 30D | +9.3% | -0.6% | +9.8% | +9.2% |
| 3M | -0.1% | +3.1% | -3.1% | -0.8% |
| 6M | +15.5% | +25.5% | -10.0% | +10.8% |
| YTD | +21.8% | -23.5% | +45.3% | +23.6% |
| 1Y | +34.9% | -16.6% | +51.5% | +35.3% |
| 3Y | +43.2% | -53.1% | +96.3% | +52.7% |
| 5Y | +30.7% | -41.4% | +72.2% | +33.8% |
| 10Y | +59.3% | +90.9% | -31.7% | +36.6% |
| All | +1,448.3% | +6,324.9% | -4,876.7% | +805.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling