+43.1%
BMY vs RKT
+75.2%
-32.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.1% | -0.5% |
| 7D | -1.3% | -7.5% | +6.2% | -0.7% |
| 30D | +10.0% | +26.6% | -16.6% | +7.9% |
| 3M | -1.2% | -2.4% | +1.3% | -1.3% |
| 6M | +12.8% | -7.4% | +20.2% | +12.7% |
| YTD | +20.7% | -29.2% | +49.9% | +22.2% |
| 1Y | +32.6% | -23.5% | +56.2% | +33.3% |
| All | +43.1% | +75.2% | -32.0% | +34.7% |
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