+64.6%
BMY vs RCL
+341.7%
-277.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -4.8% | -2.2% | -2.6% | -4.6% |
| 30D | -0.7% | -15.7% | +15.0% | +0.6% |
| 3M | +15.3% | -8.0% | +23.3% | +15.9% |
| 6M | +8.5% | -10.1% | +18.7% | +9.1% |
| YTD | +23.4% | -5.9% | +29.3% | +23.3% |
| 1Y | +42.9% | -23.5% | +66.4% | +44.8% |
| 3Y | +22.0% | +174.4% | -152.4% | +11.0% |
| 5Y | +24.3% | +227.1% | -202.8% | +9.2% |
| 10Y | +64.6% | +342.5% | -277.9% | +49.2% |
| All | +64.6% | +341.7% | -277.1% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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