+262.7%
BMY vs RBA
+3,565.6%
-3,302.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +0.4% | -2.9% | +3.3% | +0.8% |
| 30D | +5.0% | -12.3% | +17.3% | +6.9% |
| 3M | +19.4% | -20.5% | +39.9% | +22.9% |
| 6M | +9.5% | -18.5% | +28.1% | +12.2% |
| YTD | +28.1% | -18.2% | +46.3% | +30.9% |
| 1Y | +50.0% | -27.5% | +77.5% | +55.7% |
| 3Y | +24.1% | +38.1% | -14.0% | +16.6% |
| 5Y | +25.0% | +44.8% | -19.8% | +14.7% |
| 10Y | +68.7% | +187.1% | -118.5% | +36.2% |
| All | +262.7% | +3,565.6% | -3,302.9% | +133.4% |
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 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