+1,749.1%
BMY vs RGEN
+1,576.0%
+173.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +0.4% | -4.9% | +5.3% | +0.5% |
| 30D | +5.0% | +5.7% | -0.7% | +4.8% |
| 3M | +19.4% | +32.4% | -13.0% | +18.4% |
| 6M | +9.5% | +33.2% | -23.7% | +8.5% |
| YTD | +28.1% | +2.3% | +25.8% | +27.7% |
| 1Y | +50.0% | +39.0% | +11.0% | +48.3% |
| 3Y | +24.1% | -4.6% | +28.7% | +23.2% |
| 5Y | +25.0% | -42.7% | +67.7% | +24.8% |
| 10Y | +68.7% | +433.6% | -364.9% | +59.8% |
| All | +1,749.1% | +1,576.0% | +173.1% | +1,492.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling