+20.5%
BMY vs RGTI
+671.2%
-650.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -4.8% | +0.5% | -5.2% | -4.8% |
| 30D | -0.1% | -17.1% | +17.0% | +0.1% |
| 3M | +13.1% | -26.0% | +39.1% | +13.3% |
| 6M | +8.4% | -9.9% | +18.3% | +8.2% |
| YTD | +22.0% | -31.1% | +53.0% | +21.9% |
| 1Y | +40.3% | -8.5% | +48.8% | +39.4% |
| 3Y | +20.5% | +652.2% | -631.7% | +12.9% |
| All | +20.5% | +671.2% | -650.7% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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