+58.2%
BMY vs RL
+369.1%
-310.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +1.8% | +1.3% | +0.4% | +1.6% |
| 30D | +6.2% | +7.6% | -1.4% | +5.3% |
| 3M | -2.1% | -1.5% | -0.6% | -2.1% |
| 6M | +14.3% | +12.1% | +2.2% | +12.4% |
| YTD | +21.6% | +13.9% | +7.7% | +19.1% |
| 1Y | +38.8% | +20.7% | +18.1% | +35.0% |
| 3Y | +42.9% | +260.6% | -217.6% | +20.0% |
| 5Y | +30.1% | +248.9% | -218.8% | +7.8% |
| 10Y | +58.2% | +355.9% | -297.7% | +18.5% |
| All | +58.2% | +369.1% | -310.9% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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