+23.9%
BMY vs IAG
+796.9%
-772.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.0% |
| 7D | -6.4% | -4.1% | -2.3% | -6.3% |
| 30D | +0.2% | +10.6% | -10.4% | +0.1% |
| 3M | +16.0% | +35.4% | -19.4% | +15.4% |
| 6M | +8.3% | -9.5% | +17.9% | +8.3% |
| YTD | +22.2% | +21.8% | +0.3% | +21.6% |
| 1Y | +41.7% | +84.1% | -42.4% | +40.3% |
| 3Y | +20.7% | +817.4% | -796.6% | +14.3% |
| 5Y | +23.9% | +830.1% | -806.2% | +18.8% |
| All | +23.9% | +796.9% | -772.9% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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