+973.2%
IGV vs BMY
+252.2%
+721.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.6% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | +3.2% | +5.0% | -1.8% | +1.5% |
| 3M | +4.5% | +19.4% | -14.9% | -2.0% |
| 6M | +22.1% | +9.5% | +12.6% | +17.3% |
| YTD | -1.0% | +28.1% | -29.1% | -10.2% |
| 1Y | -2.1% | +50.0% | -52.1% | -16.5% |
| 3Y | +44.6% | +24.1% | +20.5% | +27.8% |
| 5Y | +22.2% | +25.0% | -2.8% | +6.2% |
| 10Y | +364.7% | +68.7% | +296.1% | +243.6% |
| All | +973.2% | +252.2% | +721.0% | +320.6% |
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