+58.8%
BMY vs REPL
-6.0%
+64.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.8% |
| 7D | +0.4% | -3.0% | +3.3% | +0.4% |
| 30D | +5.0% | +27.1% | -22.1% | +4.4% |
| 3M | +19.4% | +52.4% | -33.0% | +16.9% |
| 6M | +9.5% | +107.4% | -97.9% | +3.7% |
| YTD | +28.1% | +54.7% | -26.7% | +22.2% |
| 1Y | +50.0% | +158.9% | -108.9% | +38.6% |
| 3Y | +24.1% | -23.7% | +47.8% | +12.0% |
| 5Y | +25.0% | -54.3% | +79.3% | +14.3% |
| All | +58.8% | -6.0% | +64.8% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling