+64.6%
BMY vs RL
+297.6%
-233.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | 0.0% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | -0.7% | -17.5% | +16.9% | +1.5% |
| 3M | +15.3% | -14.0% | +29.3% | +17.1% |
| 6M | +8.5% | -2.0% | +10.5% | +8.4% |
| YTD | +23.4% | -4.6% | +28.0% | +23.5% |
| 1Y | +42.9% | +9.5% | +33.4% | +40.6% |
| 3Y | +22.0% | +200.5% | -178.5% | +4.4% |
| 5Y | +24.3% | +226.3% | -201.9% | +3.3% |
| 10Y | +64.6% | +304.8% | -240.2% | +24.4% |
| All | +64.6% | +297.6% | -233.0% | +24.4% |
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