+45.3%
BMY vs RACE
+658.9%
-613.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -0.5% | +5.1% | -5.6% | -1.4% |
| 30D | +4.1% | +7.7% | -3.6% | +2.8% |
| 3M | -2.1% | +2.2% | -4.3% | -2.6% |
| 6M | +12.2% | +23.8% | -11.6% | +7.8% |
| YTD | +20.3% | +13.9% | +6.4% | +16.9% |
| 1Y | +39.2% | +3.8% | +35.4% | +37.3% |
| 3Y | +35.6% | +28.0% | +7.5% | +26.1% |
| 5Y | +28.6% | +64.9% | -36.4% | +12.1% |
| 10Y | +73.9% | +780.4% | -706.5% | +4.9% |
| All | +45.3% | +658.9% | -613.6% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling