+20.1%
BMY vs RGTI
+53.9%
-33.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.4% |
| 7D | -4.8% | +2.5% | -7.3% | -4.8% |
| 30D | -0.7% | -13.7% | +13.0% | -0.6% |
| 3M | +15.3% | -22.6% | +37.9% | +15.4% |
| 6M | +8.5% | -13.4% | +22.0% | +8.4% |
| YTD | +23.4% | -31.2% | +54.6% | +23.4% |
| 1Y | +42.9% | -7.6% | +50.6% | +42.4% |
| 3Y | +22.0% | +669.7% | -647.7% | +18.9% |
| 5Y | +24.3% | +57.0% | -32.7% | +16.5% |
| All | +20.1% | +53.9% | -33.9% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling