+25.8%
BMY vs RACE
+93.6%
-67.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.7% |
| 7D | +0.4% | -2.5% | +2.9% | +0.6% |
| 30D | +5.0% | +0.8% | +4.2% | +4.9% |
| 3M | +19.4% | +17.2% | +2.2% | +17.4% |
| 6M | +9.5% | +13.6% | -4.1% | +7.8% |
| YTD | +28.1% | +12.2% | +15.9% | +26.1% |
| 1Y | +50.0% | -16.3% | +66.2% | +51.0% |
| 3Y | +24.1% | +36.4% | -12.4% | +19.2% |
| All | +25.8% | +93.6% | -67.8% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling