+42.0%
BMY vs RCL
+265.0%
-223.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.2% |
| 7D | -1.4% | +5.0% | -6.4% | -1.8% |
| 30D | +5.1% | +19.4% | -14.3% | +3.7% |
| 3M | -3.0% | +5.9% | -8.9% | -3.5% |
| 6M | +13.1% | +23.8% | -10.7% | +11.1% |
| YTD | +20.3% | +22.8% | -2.5% | +17.8% |
| 1Y | +39.0% | +34.3% | +4.8% | +35.3% |
| 3Y | +42.0% | +276.4% | -234.4% | +37.8% |
| All | +42.0% | +265.0% | -223.0% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling