+24.3%
BMY vs ITW
+36.9%
-12.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -4.8% | -0.7% | -4.0% | -4.6% |
| 30D | -0.1% | -8.3% | +8.2% | +2.3% |
| 3M | +13.1% | +6.0% | +7.1% | +11.0% |
| 6M | +8.4% | 0.0% | +8.4% | +8.0% |
| YTD | +22.0% | +10.2% | +11.7% | +18.1% |
| 1Y | +40.3% | +3.2% | +37.1% | +38.3% |
| 3Y | +20.5% | +21.0% | -0.5% | +13.7% |
| All | +24.3% | +36.9% | -12.6% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling