+229.4%
BMY vs IBN
+1,760.3%
-1,530.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +2.1% | +1.9% | +0.2% | +1.8% |
| 30D | +7.0% | +22.1% | -15.1% | +4.3% |
| 3M | -0.9% | +17.1% | -18.0% | -2.9% |
| 6M | +14.9% | +35.5% | -20.6% | +10.5% |
| YTD | +22.8% | +16.8% | +6.0% | +20.2% |
| 1Y | +36.2% | +12.4% | +23.8% | +34.0% |
| 3Y | +45.7% | +58.0% | -12.4% | +36.6% |
| 5Y | +31.3% | +73.7% | -42.4% | +20.8% |
| 10Y | +60.6% | +385.6% | -325.0% | +26.0% |
| All | +229.4% | +1,760.3% | -1,530.9% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling