+144.5%
IBM vs BMY
+61.9%
+82.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | +3.6% | -4.8% | +8.4% | +5.0% |
| 30D | +1.5% | -0.7% | +2.2% | +1.7% |
| 3M | -12.9% | +15.3% | -28.2% | -16.2% |
| 6M | -3.9% | +8.5% | -12.4% | -6.2% |
| YTD | -17.3% | +23.4% | -40.8% | -22.4% |
| 1Y | -5.0% | +42.9% | -47.9% | -14.8% |
| 3Y | +78.2% | +22.0% | +56.3% | +64.9% |
| 5Y | +120.6% | +24.3% | +96.3% | +100.9% |
| 10Y | +144.5% | +64.6% | +79.9% | +106.2% |
| All | +144.5% | +61.9% | +82.6% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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