+24.3%
BMY vs IRM
+190.5%
-166.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -4.8% | +3.0% | -7.8% | -5.2% |
| 30D | -0.7% | -5.2% | +4.6% | 0.0% |
| 3M | +15.3% | -8.0% | +23.4% | +16.6% |
| 6M | +8.5% | +9.2% | -0.6% | +6.5% |
| YTD | +23.4% | +41.0% | -17.5% | +16.2% |
| 1Y | +42.9% | +23.3% | +19.7% | +37.0% |
| 3Y | +22.0% | +102.8% | -80.9% | +5.5% |
| 5Y | +24.3% | +192.8% | -168.5% | +0.8% |
| All | +24.3% | +190.5% | -166.1% | +0.8% |
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