+219.0%
BMY vs IJR
+1,125.8%
-906.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -4.8% | -2.2% | -2.6% | -3.8% |
| 30D | -0.1% | -4.6% | +4.5% | +2.0% |
| 3M | +13.1% | +0.2% | +12.9% | +12.9% |
| 6M | +8.4% | +14.7% | -6.3% | +1.9% |
| YTD | +22.0% | +18.9% | +3.1% | +12.8% |
| 1Y | +40.3% | +19.9% | +20.4% | +29.0% |
| 3Y | +20.5% | +53.0% | -32.5% | -1.9% |
| 5Y | +23.7% | +40.9% | -17.1% | +2.1% |
| 10Y | +62.6% | +171.1% | -108.5% | -6.4% |
| All | +219.0% | +1,125.8% | -906.8% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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