+20.7%
BMY vs RMBS
+52.4%
-31.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -1.0% |
| 7D | -6.4% | +1.2% | -7.6% | -6.4% |
| 30D | +0.2% | -11.5% | +11.7% | +0.1% |
| 3M | +16.0% | -38.2% | +54.2% | +15.7% |
| 6M | +8.3% | -4.8% | +13.1% | +7.6% |
| YTD | +22.2% | -7.1% | +29.3% | +21.3% |
| 1Y | +41.7% | +10.7% | +31.0% | +40.3% |
| All | +20.7% | +52.4% | -31.7% | +15.8% |
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