+43.5%
BMY vs REPL
+142.1%
-98.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.2% |
| 7D | -3.3% | -5.7% | +2.4% | -3.3% |
| 30D | 0.0% | +22.5% | -22.5% | -0.1% |
| 3M | +17.7% | +64.7% | -46.9% | +17.2% |
| 6M | +9.6% | +83.0% | -73.4% | +8.5% |
| YTD | +24.0% | +52.0% | -28.0% | +22.7% |
| All | +43.5% | +142.1% | -98.6% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling