+30.2%
BMY vs RIG
+56.2%
-26.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.1% |
| 7D | -2.0% | -2.6% | +0.6% | -1.9% |
| 30D | +9.3% | -5.2% | +14.4% | +9.3% |
| 3M | -0.1% | -8.6% | +8.5% | +0.1% |
| 6M | +15.5% | -18.9% | +34.4% | +16.1% |
| YTD | +21.8% | +28.6% | -6.8% | +19.6% |
| 1Y | +34.9% | +25.5% | +9.3% | +32.4% |
| 3Y | +43.2% | -20.2% | +63.3% | +40.7% |
| All | +30.2% | +56.2% | -26.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 5y: compounded portfolio wealth divided by compounded RIG 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…
5y analysis · Full analysis span regression · 6 months rolling