+60.7%
BMY vs RNG
+222.9%
-162.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.8% | -6.1% | +1.3% | -4.4% |
| 30D | -0.1% | +9.6% | -9.7% | -0.6% |
| 3M | +13.1% | +83.3% | -70.2% | +8.8% |
| 6M | +8.4% | +77.9% | -69.5% | +4.0% |
| YTD | +22.0% | +139.9% | -118.0% | +14.2% |
| 1Y | +40.3% | +121.7% | -81.4% | +31.8% |
| 3Y | +20.5% | +121.9% | -101.3% | +11.6% |
| 5Y | +23.7% | -68.4% | +92.1% | +29.6% |
| All | +60.7% | +222.9% | -162.2% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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