+20.7%
BMY vs ITW
+18.9%
+1.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -6.4% | -2.4% | -4.0% | -5.6% |
| 30D | +0.2% | -9.5% | +9.8% | +3.8% |
| 3M | +16.0% | +6.6% | +9.3% | +12.7% |
| 6M | +8.3% | -1.8% | +10.1% | +8.4% |
| YTD | +22.2% | +9.0% | +13.2% | +17.2% |
| 1Y | +41.7% | +3.6% | +38.1% | +38.6% |
| All | +20.7% | +18.9% | +1.8% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling