+60.7%
BMY vs ITUB
+220.1%
-159.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -4.8% | +2.2% | -7.0% | -5.0% |
| 30D | -0.1% | +12.6% | -12.7% | -1.6% |
| 3M | +13.1% | +6.4% | +6.7% | +12.1% |
| 6M | +8.4% | +0.6% | +7.8% | +8.0% |
| YTD | +22.0% | +18.8% | +3.1% | +19.0% |
| 1Y | +40.3% | +31.0% | +9.3% | +35.1% |
| 3Y | +20.5% | +118.1% | -97.6% | +8.0% |
| 5Y | +23.7% | +193.0% | -169.3% | +4.7% |
| All | +60.7% | +220.1% | -159.4% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · 6 months rolling