+60.1%
BMY vs IRM
+520.0%
-459.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +2.1% | +6.8% | -4.7% | +1.0% |
| 30D | +7.0% | +2.6% | +4.4% | +6.4% |
| 3M | -0.9% | -9.5% | +8.6% | +0.4% |
| 6M | +14.9% | -8.5% | +23.4% | +16.0% |
| YTD | +22.8% | +40.3% | -17.4% | +15.0% |
| 1Y | +36.2% | +28.7% | +7.6% | +29.3% |
| 3Y | +45.7% | +111.8% | -66.1% | +24.6% |
| 5Y | +31.3% | +189.1% | -157.8% | +4.9% |
| All | +60.1% | +520.0% | -459.9% | +15.6% |
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