+60.7%
BMY vs RJF
+429.3%
-368.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -4.8% | -2.7% | -2.0% | -4.2% |
| 30D | -0.1% | -4.3% | +4.2% | +0.9% |
| 3M | +13.1% | +15.7% | -2.6% | +9.3% |
| 6M | +8.4% | +17.8% | -9.4% | +4.2% |
| YTD | +22.0% | +9.2% | +12.8% | +18.9% |
| 1Y | +40.3% | +2.8% | +37.5% | +38.5% |
| 3Y | +20.5% | +69.5% | -48.9% | +4.3% |
| 5Y | +23.7% | +105.9% | -82.2% | -0.6% |
| All | +60.7% | +429.3% | -368.6% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling