+45.7%
BMY vs RJF
+76.6%
-30.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | +2.1% | +3.6% | -1.5% | +1.4% |
| 30D | +7.0% | +7.2% | -0.2% | +5.7% |
| 3M | -0.9% | -6.5% | +5.6% | +0.1% |
| 6M | +14.9% | +10.3% | +4.6% | +12.9% |
| YTD | +22.8% | +6.5% | +16.3% | +20.9% |
| 1Y | +36.2% | +6.1% | +30.1% | +34.1% |
| 3Y | +45.7% | +74.9% | -29.2% | +28.2% |
| All | +45.7% | +76.6% | -30.9% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling