+244.4%
BMY vs RBA
+4,118.8%
-3,874.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.8% | +3.2% | -1.4% | +1.3% |
| 30D | +6.2% | +12.0% | -5.8% | +4.5% |
| 3M | -2.1% | +2.9% | -5.0% | -2.7% |
| 6M | +14.3% | -6.3% | +20.5% | +14.8% |
| YTD | +21.6% | -5.9% | +27.5% | +21.8% |
| 1Y | +38.8% | -3.9% | +42.7% | +38.5% |
| 3Y | +42.9% | +64.9% | -22.0% | +31.1% |
| 5Y | +30.1% | +48.5% | -18.4% | +19.2% |
| 10Y | +58.2% | +211.8% | -153.6% | +26.2% |
| All | +244.4% | +4,118.8% | -3,874.5% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling