+24.3%
BMY vs IBN
+54.0%
-29.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -4.8% | -5.1% | +0.3% | -3.9% |
| 30D | -0.7% | -3.5% | +2.9% | 0.0% |
| 3M | +15.3% | +11.3% | +4.0% | +13.3% |
| 6M | +8.5% | +4.4% | +4.1% | +7.6% |
| YTD | +23.4% | -1.8% | +25.2% | +23.5% |
| 1Y | +42.9% | -8.0% | +50.9% | +44.2% |
| 3Y | +22.0% | +27.1% | -5.1% | +17.2% |
| 5Y | +24.3% | +54.5% | -30.2% | +14.9% |
| All | +24.3% | +54.0% | -29.7% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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