+22.5%
BMY vs RGEN
-0.1%
+22.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.2% |
| 7D | -3.3% | -0.9% | -2.5% | -3.2% |
| 30D | 0.0% | +2.8% | -2.9% | -0.4% |
| 3M | +17.7% | +34.5% | -16.7% | +13.6% |
| 6M | +9.6% | +40.5% | -30.8% | +4.9% |
| YTD | +24.0% | +2.8% | +21.1% | +22.7% |
| 1Y | +45.1% | +39.6% | +5.5% | +38.4% |
| 3Y | +22.5% | +4.4% | +18.1% | +13.7% |
| All | +22.5% | -0.1% | +22.5% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling