+2,413.6%
IBM vs BMY
+1,782.2%
+631.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.6% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +0.3% | +5.0% | -4.7% | -1.2% |
| 3M | -21.6% | +19.4% | -41.0% | -25.3% |
| 6M | -4.7% | +9.5% | -14.2% | -7.2% |
| YTD | -19.1% | +28.1% | -47.2% | -24.8% |
| 1Y | -2.5% | +50.0% | -52.5% | -13.6% |
| 3Y | +74.2% | +24.1% | +50.1% | +59.7% |
| 5Y | +113.1% | +25.0% | +88.1% | +93.5% |
| 10Y | +133.5% | +68.7% | +64.9% | +89.9% |
| All | +2,413.6% | +1,782.2% | +631.4% | +665.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling