+60.6%
BMY vs IR
+336.9%
-276.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.3% |
| 7D | +1.8% | +1.5% | +0.2% | +1.5% |
| 30D | +6.2% | +9.0% | -2.8% | +4.6% |
| 3M | -2.1% | -0.9% | -1.3% | -2.2% |
| 6M | +14.3% | +13.4% | +0.9% | +11.3% |
| YTD | +21.6% | +8.5% | +13.1% | +19.0% |
| 1Y | +38.8% | +11.3% | +27.5% | +35.1% |
| 3Y | +42.9% | +26.0% | +16.9% | +34.3% |
| 5Y | +30.1% | +47.9% | -17.8% | +17.0% |
| All | +60.6% | +336.9% | -276.2% | +19.9% |
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