+45.7%
BMY vs RMBS
+32.1%
+13.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +1.7% |
| 7D | +2.1% | +10.3% | -8.3% | +2.3% |
| 30D | +7.0% | -10.7% | +17.7% | +6.9% |
| 3M | -0.9% | -17.2% | +16.3% | -1.0% |
| 6M | +14.9% | -39.0% | +54.0% | +14.5% |
| YTD | +22.8% | -10.5% | +33.3% | +22.2% |
| 1Y | +36.2% | -11.0% | +47.2% | +35.5% |
| 3Y | +45.7% | +31.3% | +14.4% | +43.0% |
| All | +45.7% | +32.1% | +13.6% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling