+63.1%
BMY vs IR
+274.4%
-211.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.1% |
| 7D | -4.8% | -1.9% | -2.9% | -4.5% |
| 30D | -0.7% | -15.0% | +14.4% | +2.1% |
| 3M | +15.3% | -0.4% | +15.8% | +15.1% |
| 6M | +8.5% | -15.0% | +23.6% | +11.1% |
| YTD | +23.4% | -7.1% | +30.5% | +24.2% |
| 1Y | +42.9% | -7.5% | +50.5% | +43.8% |
| 3Y | +22.0% | +6.3% | +15.7% | +18.0% |
| 5Y | +24.3% | +37.3% | -13.0% | +13.2% |
| All | +63.1% | +274.4% | -211.3% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling