+61.0%
BMY vs RGEN
+414.1%
-353.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -6.4% | -2.9% | -3.5% | -6.0% |
| 30D | +0.2% | -0.1% | +0.3% | +0.2% |
| 3M | +16.0% | +25.9% | -10.0% | +12.3% |
| 6M | +8.3% | +35.2% | -26.9% | +3.6% |
| YTD | +22.2% | +0.5% | +21.7% | +21.0% |
| 1Y | +41.7% | +37.0% | +4.7% | +34.7% |
| 3Y | +20.7% | +2.0% | +18.7% | +15.5% |
| 5Y | +23.9% | -44.2% | +68.1% | +25.1% |
| All | +61.0% | +414.1% | -353.1% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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