+14.9%
BMY vs RIG
-16.1%
+31.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.4% | +2.0% |
| 7D | +2.1% | +5.7% | -3.6% | +2.3% |
| 30D | +7.0% | -0.7% | +7.7% | +6.9% |
| 3M | -0.9% | -3.1% | +2.3% | -0.6% |
| 6M | +14.9% | -16.3% | +31.2% | +12.3% |
| All | +14.9% | -16.1% | +31.0% | +12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling