+24.3%
BMY vs RJF
+104.0%
-79.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -4.8% | -2.7% | -2.0% | -4.4% |
| 30D | -0.1% | -4.3% | +4.2% | +0.6% |
| 3M | +13.1% | +15.7% | -2.6% | +10.6% |
| 6M | +8.4% | +17.8% | -9.4% | +5.6% |
| YTD | +22.0% | +9.2% | +12.8% | +19.9% |
| 1Y | +40.3% | +2.8% | +37.5% | +39.1% |
| 3Y | +20.5% | +69.5% | -48.9% | +10.3% |
| All | +24.3% | +104.0% | -79.8% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling