+22.3%
BMY vs REPL
-53.9%
+76.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.3% |
| 3M | +17.7% | +64.7% | -46.9% | +16.3% |
| 6M | +9.6% | +83.0% | -73.4% | +6.7% |
| YTD | +24.0% | +52.0% | -28.0% | +20.9% |
| 1Y | +45.1% | +144.5% | -99.4% | +39.3% |
| 3Y | +22.5% | -25.1% | +47.6% | +15.4% |
| 5Y | +22.3% | -52.9% | +75.2% | +12.0% |
| All | +22.3% | -53.9% | +76.2% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling