+57.5%
BMY vs RBA
+236.6%
-179.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.3% |
| 7D | -1.4% | +2.5% | -3.9% | -1.7% |
| 30D | +5.1% | +11.6% | -6.5% | +3.5% |
| 3M | -3.0% | +1.5% | -4.5% | -3.3% |
| 6M | +13.1% | -6.6% | +19.7% | +13.7% |
| YTD | +20.3% | -6.3% | +26.6% | +20.5% |
| 1Y | +39.0% | -4.0% | +43.0% | +38.7% |
| 3Y | +42.0% | +47.3% | -5.3% | +32.1% |
| 5Y | +28.5% | +47.7% | -19.1% | +18.2% |
| 10Y | +57.5% | +224.7% | -167.2% | +17.9% |
| All | +57.5% | +236.6% | -179.0% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling