+24.3%
BMY vs RIG
+64.1%
-39.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.4% |
| 7D | -4.8% | -8.2% | +3.4% | -4.4% |
| 30D | -0.7% | -0.2% | -0.5% | -0.7% |
| 3M | +15.3% | -2.7% | +18.1% | +15.3% |
| 6M | +8.5% | -7.5% | +16.0% | +8.5% |
| YTD | +23.4% | +38.3% | -14.8% | +21.0% |
| 1Y | +42.9% | +81.8% | -38.9% | +38.2% |
| 3Y | +22.0% | -30.2% | +52.2% | +20.4% |
| 5Y | +24.3% | +59.9% | -35.6% | +20.5% |
| All | +24.3% | +64.1% | -39.8% | +20.5% |
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