+938.5%
IGV vs BMY
+237.8%
+700.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.9% |
| 7D | +2.3% | +2.1% | +0.3% | +1.6% |
| 30D | -6.0% | +7.0% | -13.0% | -8.3% |
| 3M | -4.8% | -0.9% | -3.9% | -5.0% |
| 6M | +14.2% | +14.9% | -0.7% | +7.9% |
| YTD | -4.2% | +22.8% | -27.1% | -12.2% |
| 1Y | -5.3% | +36.2% | -41.5% | -16.5% |
| 3Y | +38.8% | +45.7% | -6.9% | +14.8% |
| 5Y | +14.2% | +31.3% | -17.1% | -3.2% |
| 10Y | +357.6% | +60.6% | +297.0% | +244.8% |
| All | +938.5% | +237.8% | +700.7% | +311.2% |
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