+1,682.5%
BMY vs ITW
+9,371.1%
-7,688.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | -4.8% | -1.9% | -2.9% | -4.2% |
| 30D | -0.7% | -10.4% | +9.7% | +2.8% |
| 3M | +15.3% | +3.5% | +11.8% | +13.8% |
| 6M | +8.5% | -3.4% | +11.9% | +9.3% |
| YTD | +23.4% | +8.5% | +14.9% | +19.6% |
| 1Y | +42.9% | +3.2% | +39.7% | +40.6% |
| 3Y | +22.0% | +18.9% | +3.1% | +14.1% |
| 5Y | +24.3% | +35.0% | -10.7% | +9.8% |
| 10Y | +64.6% | +188.6% | -124.0% | +11.1% |
| All | +1,682.5% | +9,371.1% | -7,688.6% | +340.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling