+24.3%
BMY vs RBLX
-48.0%
+72.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -4.8% | +5.1% | -9.8% | -4.8% |
| 30D | -0.1% | +28.0% | -28.1% | -0.2% |
| 3M | +13.1% | +4.6% | +8.5% | +13.0% |
| 6M | +8.4% | -24.7% | +33.1% | +8.4% |
| YTD | +22.0% | -43.8% | +65.8% | +22.0% |
| 1Y | +40.3% | -65.8% | +106.1% | +40.6% |
| 3Y | +20.5% | +59.4% | -38.8% | +17.7% |
| All | +24.3% | -48.0% | +72.3% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 5y: compounded portfolio wealth divided by compounded RBLX 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…
5y analysis · Full analysis span regression · 6 months rolling