+22.5%
BMY vs RKT
+41.4%
-18.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.1% |
| 7D | -3.3% | +6.0% | -9.3% | -3.7% |
| 30D | 0.0% | +0.7% | -0.7% | -0.1% |
| 3M | +17.7% | +11.8% | +5.9% | +16.2% |
| 6M | +9.6% | -7.6% | +17.3% | +9.6% |
| YTD | +24.0% | -28.7% | +52.6% | +25.9% |
| 1Y | +45.1% | -32.6% | +77.7% | +47.7% |
| All | +22.5% | +41.4% | -18.9% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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