+375.7%
BMY vs RL
+1,568.4%
-1,192.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.9% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | +5.1% | +7.3% | -2.2% | +3.9% |
| 3M | -3.0% | +1.0% | -4.0% | -3.3% |
| 6M | +13.1% | +11.8% | +1.3% | +10.5% |
| YTD | +20.3% | +13.6% | +6.7% | +17.0% |
| 1Y | +39.0% | +24.0% | +15.0% | +33.2% |
| 3Y | +42.0% | +256.6% | -214.6% | +12.4% |
| 5Y | +28.5% | +240.2% | -211.7% | +0.2% |
| 10Y | +57.5% | +373.0% | -315.4% | +9.0% |
| All | +375.7% | +1,568.4% | -1,192.8% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling