+47.3%
BMY vs IRE
-97.7%
+145.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.8% | +16.9% | +0.9% |
| 7D | +1.8% | -41.9% | +43.7% | +1.3% |
| 30D | +6.2% | -75.1% | +81.3% | +5.2% |
| 3M | -2.1% | -82.4% | +80.2% | -3.2% |
| 6M | +14.3% | -95.5% | +109.8% | +12.3% |
| YTD | +21.6% | -93.1% | +114.7% | +18.0% |
| 1Y | +38.8% | -97.8% | +136.6% | +36.1% |
| All | +47.3% | -97.7% | +145.0% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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