+30.7%
BMY vs IRM
+186.8%
-156.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -2.0% | -5.3% | +3.3% | -1.3% |
| 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% | +17.2% |
| YTD | +21.8% | +38.6% | -16.8% | +14.9% |
| 1Y | +34.9% | +14.9% | +20.0% | +30.7% |
| 3Y | +43.2% | +108.2% | -65.0% | +23.8% |
| 5Y | +30.7% | +183.8% | -153.1% | +8.4% |
| All | +30.7% | +186.8% | -156.1% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling