+61.0%
BMY vs IRM
+430.1%
-369.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | -6.4% | -1.8% | -4.6% | -6.1% |
| 30D | +0.2% | -7.8% | +8.0% | +1.4% |
| 3M | +16.0% | -7.9% | +23.8% | +17.2% |
| 6M | +8.3% | +6.3% | +2.0% | +6.8% |
| YTD | +22.2% | +38.2% | -16.0% | +15.3% |
| 1Y | +41.7% | +19.8% | +21.9% | +36.4% |
| 3Y | +20.7% | +98.8% | -78.0% | +5.3% |
| 5Y | +23.9% | +191.8% | -167.8% | +0.2% |
| All | +61.0% | +430.1% | -369.1% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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