+112.0%
IBM vs BMY
+22.9%
+89.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.5% |
| 7D | +0.3% | -3.3% | +3.6% | +1.0% |
| 30D | -1.5% | 0.0% | -1.4% | -1.5% |
| 3M | -16.8% | +17.7% | -34.5% | -19.3% |
| 6M | -9.0% | +9.6% | -18.7% | -10.8% |
| YTD | -20.1% | +24.0% | -44.0% | -23.6% |
| 1Y | -7.0% | +45.1% | -52.1% | -13.9% |
| 3Y | +72.4% | +22.5% | +49.9% | +65.0% |
| 5Y | +112.0% | +22.3% | +89.7% | +118.9% |
| All | +112.0% | +22.9% | +89.1% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling