+1,457.1%
BMY vs RIG
-40.2%
+1,497.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +1.0% | -1.7% |
| 7D | +0.4% | +0.9% | -0.5% | +0.3% |
| 30D | +5.0% | +13.8% | -8.8% | +4.0% |
| 3M | +19.4% | -6.4% | +25.8% | +19.7% |
| 6M | +9.5% | -8.2% | +17.7% | +9.7% |
| YTD | +28.1% | +41.6% | -13.6% | +24.1% |
| 1Y | +50.0% | +88.7% | -38.7% | +41.9% |
| 3Y | +24.1% | -30.9% | +54.9% | +23.7% |
| 5Y | +25.0% | +57.7% | -32.7% | +13.2% |
| 10Y | +68.7% | -39.3% | +107.9% | +43.1% |
| All | +1,457.1% | -40.2% | +1,497.3% | +1,185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling