+432.9%
BMY vs RMBS
+1,363.4%
-930.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.3% |
| 7D | -3.3% | +3.0% | -6.3% | -3.5% |
| 30D | 0.0% | -14.4% | +14.4% | +0.6% |
| 3M | +17.7% | -42.8% | +60.6% | +20.4% |
| 6M | +9.6% | -1.4% | +11.0% | +8.5% |
| YTD | +24.0% | -5.4% | +29.4% | +22.6% |
| 1Y | +45.1% | +18.6% | +26.5% | +41.3% |
| 3Y | +22.5% | +57.3% | -34.8% | +15.5% |
| 5Y | +22.3% | +265.7% | -243.4% | +9.2% |
| 10Y | +62.0% | +546.0% | -484.1% | +38.9% |
| All | +432.9% | +1,363.4% | -930.5% | +209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling