+45.1%
BMY vs RL
+11.4%
+33.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | -3.3% | +1.9% | -5.2% | -3.6% |
| 30D | 0.0% | -12.2% | +12.2% | +1.6% |
| 3M | +17.7% | -6.6% | +24.4% | +18.3% |
| 6M | +9.6% | +3.2% | +6.5% | +8.6% |
| YTD | +24.0% | -1.3% | +25.3% | +22.5% |
| 1Y | +45.1% | +13.6% | +31.5% | +38.5% |
| All | +45.1% | +11.4% | +33.7% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling