+60.7%
BMY vs RMBS
+566.4%
-505.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -4.8% | +1.8% | -6.5% | -4.9% |
| 30D | -0.1% | -13.9% | +13.8% | +0.7% |
| 3M | +13.1% | -39.8% | +52.9% | +16.2% |
| 6M | +8.4% | -6.0% | +14.4% | +6.6% |
| YTD | +22.0% | -5.4% | +27.3% | +19.2% |
| 1Y | +40.3% | -1.8% | +42.1% | +35.6% |
| 3Y | +20.5% | +53.7% | -33.1% | +7.2% |
| 5Y | +23.7% | +268.5% | -244.8% | -9.6% |
| All | +60.7% | +566.4% | -505.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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