+269.0%
BMY vs ITUB
+1,959.7%
-1,690.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.5% |
| 7D | -3.3% | +8.2% | -11.6% | -4.5% |
| 30D | 0.0% | +4.7% | -4.7% | -0.8% |
| 3M | +17.7% | +13.0% | +4.7% | +15.4% |
| 6M | +9.6% | +4.2% | +5.5% | +8.6% |
| YTD | +24.0% | +18.6% | +5.4% | +20.2% |
| 1Y | +45.1% | +31.3% | +13.9% | +38.3% |
| 3Y | +22.5% | +124.9% | -102.4% | +6.1% |
| 5Y | +22.3% | +195.6% | -173.3% | -0.8% |
| 10Y | +62.0% | +196.4% | -134.4% | +23.2% |
| All | +269.0% | +1,959.7% | -1,690.7% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling