+26.3%
BMY vs IR
+49.0%
-22.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -2.0% |
| 7D | +0.4% | -2.8% | +3.2% | +0.8% |
| 30D | +5.0% | -15.1% | +20.1% | +7.4% |
| 3M | +19.4% | +6.1% | +13.3% | +18.1% |
| 6M | +9.5% | -16.8% | +26.3% | +11.9% |
| YTD | +28.1% | -3.5% | +31.6% | +28.2% |
| 1Y | +50.0% | -3.5% | +53.5% | +49.9% |
| 3Y | +24.1% | +9.5% | +14.6% | +20.9% |
| All | +26.3% | +49.0% | -22.6% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling