+24.3%
BMY vs RDW
-9.1%
+33.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | -4.8% | +0.9% | -5.6% | -4.8% |
| 30D | -0.1% | -21.3% | +21.2% | +0.2% |
| 3M | +13.1% | -37.9% | +51.0% | +13.7% |
| 6M | +8.4% | +12.3% | -3.9% | +7.7% |
| YTD | +22.0% | +39.7% | -17.8% | +20.5% |
| 1Y | +40.3% | +25.7% | +14.6% | +38.4% |
| 3Y | +20.5% | +230.8% | -210.3% | +16.8% |
| All | +24.3% | -9.1% | +33.4% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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