+52.3%
BMY vs REPL
+36.8%
+15.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +2.1% | +1.2% | +0.8% | +2.0% |
| 30D | +7.0% | +92.2% | -85.2% | +5.2% |
| 3M | -0.9% | +44.1% | -45.0% | -1.9% |
| 6M | +14.9% | +313.0% | -298.1% | +8.7% |
| YTD | +22.8% | +125.2% | -102.4% | +16.0% |
| 1Y | +36.2% | +143.8% | -107.5% | +28.3% |
| 3Y | +45.7% | +104.2% | -58.5% | +25.7% |
| 5Y | +31.3% | -34.5% | +65.8% | +19.0% |
| All | +52.3% | +36.8% | +15.5% | +15.8% |
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