+32.6%
BMY vs RBA
-5.6%
+38.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.8% |
| 7D | -1.3% | -0.5% | -0.7% | -1.2% |
| 30D | +10.0% | +6.8% | +3.1% | +9.1% |
| 3M | -1.2% | +9.5% | -10.6% | -2.1% |
| 6M | +12.8% | -8.2% | +21.0% | +13.5% |
| YTD | +20.7% | -7.7% | +28.4% | +22.7% |
| 1Y | +32.6% | -6.9% | +39.5% | +34.4% |
| All | +32.6% | -5.6% | +38.2% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling