+509.4%
BMY vs IAG
+377.5%
+131.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | +5.0% | +28.9% | -23.9% | +4.2% |
| 3M | +19.4% | +19.1% | +0.3% | +18.6% |
| 6M | +9.5% | -10.3% | +19.8% | +9.6% |
| YTD | +28.1% | +24.2% | +3.9% | +26.7% |
| 1Y | +50.0% | +116.5% | -66.5% | +45.9% |
| 3Y | +24.1% | +742.8% | -718.7% | +14.6% |
| 5Y | +25.0% | +753.3% | -728.3% | +14.0% |
| 10Y | +68.7% | +403.2% | -334.5% | +52.5% |
| All | +509.4% | +377.5% | +131.9% | +427.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling