+12.2%
BMY vs IRE
-93.7%
+105.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +39.6% | -41.2% | -0.6% |
| 7D | -0.5% | -27.2% | +26.6% | -0.8% |
| 30D | +4.1% | -75.1% | +79.2% | +2.2% |
| 3M | -2.1% | -77.9% | +75.7% | -3.8% |
| 6M | +12.2% | -94.6% | +106.8% | +6.8% |
| All | +12.2% | -93.7% | +105.9% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling