+40.3%
BMY vs RMBS
+11.7%
+28.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.1% |
| 7D | -4.8% | +1.8% | -6.5% | -4.7% |
| 30D | -0.1% | -13.9% | +13.8% | -0.4% |
| 3M | +13.1% | -39.8% | +52.9% | +12.3% |
| 6M | +8.4% | -6.0% | +14.4% | +7.0% |
| YTD | +22.0% | -5.4% | +27.3% | +20.6% |
| 1Y | +40.3% | -1.8% | +42.1% | +37.6% |
| All | +40.3% | +11.7% | +28.6% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling