+2,574.6%
IBM vs BMY
+1,690.4%
+884.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -1.7% | -2.0% | +0.3% | -1.2% |
| 30D | +10.1% | +9.3% | +0.8% | +7.2% |
| 3M | +4.8% | -0.1% | +4.9% | +4.6% |
| 6M | +12.6% | +15.5% | -2.9% | +7.9% |
| YTD | -13.9% | +21.8% | -35.7% | -19.0% |
| 1Y | -18.7% | +34.9% | -53.6% | -25.8% |
| 3Y | +81.9% | +43.2% | +38.7% | +59.9% |
| 5Y | +148.3% | +30.7% | +117.6% | +121.9% |
| 10Y | +143.6% | +59.3% | +84.4% | +101.6% |
| All | +2,574.6% | +1,690.4% | +884.2% | +723.8% |
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