+1,527.6%
BMY vs IT
+6,105.9%
-4,578.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.8% | -1.3% |
| 7D | +0.4% | -6.0% | +6.4% | +1.1% |
| 30D | +5.0% | 0.0% | +5.0% | +4.9% |
| 3M | +19.4% | +13.1% | +6.3% | +16.8% |
| 6M | +9.5% | +11.7% | -2.2% | +6.8% |
| YTD | +28.1% | -26.1% | +54.2% | +30.9% |
| 1Y | +50.0% | -21.3% | +71.2% | +51.7% |
| 3Y | +24.1% | -46.7% | +70.8% | +30.3% |
| 5Y | +25.0% | -40.5% | +65.5% | +27.9% |
| 10Y | +68.7% | +103.9% | -35.2% | +43.8% |
| All | +1,527.6% | +6,105.9% | -4,578.2% | +859.0% |
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 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