+1,517.9%
BMY vs RIO
+6,008.3%
-4,490.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +5.0% | +4.0% | +1.0% | +4.4% |
| 3M | +19.4% | +0.1% | +19.3% | +19.1% |
| 6M | +9.5% | +12.7% | -3.2% | +7.1% |
| YTD | +28.1% | +35.6% | -7.5% | +21.5% |
| 1Y | +50.0% | +73.7% | -23.7% | +36.9% |
| 3Y | +24.1% | +93.3% | -69.2% | +10.6% |
| 5Y | +25.0% | +92.4% | -67.4% | +9.6% |
| 10Y | +68.7% | +606.9% | -538.3% | +18.1% |
| All | +1,517.9% | +6,008.3% | -4,490.4% | +643.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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