+53.1%
BMY vs REPL
-9.7%
+62.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.4% |
| 7D | -4.8% | -9.6% | +4.8% | -4.6% |
| 30D | -0.7% | +5.7% | -6.4% | -0.8% |
| 3M | +15.3% | +56.4% | -41.1% | +12.8% |
| 6M | +8.5% | +67.4% | -58.9% | +3.5% |
| YTD | +23.4% | +48.7% | -25.2% | +17.9% |
| 1Y | +42.9% | +148.3% | -105.4% | +32.2% |
| 3Y | +22.0% | -26.7% | +48.6% | +10.2% |
| 5Y | +24.3% | -54.1% | +78.5% | +13.5% |
| All | +53.1% | -9.7% | +62.8% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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