+50.0%
BMY vs ITW
+5.8%
+44.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +0.4% | -3.6% | +3.9% | +1.2% |
| 30D | +5.0% | -9.1% | +14.2% | +7.3% |
| 3M | +19.4% | +8.2% | +11.2% | +16.4% |
| 6M | +9.5% | -4.8% | +14.3% | +10.3% |
| YTD | +28.1% | +11.0% | +17.0% | +25.1% |
| 1Y | +50.0% | +4.2% | +45.7% | +48.9% |
| All | +50.0% | +5.8% | +44.2% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling