+44.5%
BMY vs IRM
+109.6%
-65.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -2.0% | -5.3% | +3.3% | -1.4% |
| 30D | +9.3% | -2.3% | +11.6% | +9.4% |
| 3M | -0.1% | -7.4% | +7.3% | +0.7% |
| 6M | +15.5% | -12.2% | +27.7% | +17.1% |
| YTD | +21.8% | +38.6% | -16.8% | +15.2% |
| 1Y | +34.9% | +14.9% | +20.0% | +30.7% |
| All | +44.5% | +109.6% | -65.1% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling