+35.6%
BMY vs RACE
+28.1%
+7.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -0.5% | +5.1% | -5.6% | -1.1% |
| 30D | +4.1% | +7.7% | -3.6% | +3.2% |
| 3M | -2.1% | +2.2% | -4.3% | -2.4% |
| 6M | +12.2% | +23.8% | -11.6% | +9.4% |
| YTD | +20.3% | +13.9% | +6.4% | +17.9% |
| 1Y | +39.2% | +3.8% | +35.4% | +37.5% |
| 3Y | +35.6% | +28.0% | +7.5% | +33.0% |
| All | +35.6% | +28.1% | +7.5% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 3y: compounded portfolio wealth divided by compounded RACE 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…
3y analysis · Full analysis span regression · 6 months rolling