+23.9%
BMY vs RNG
-70.1%
+94.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | -6.4% | -9.6% | +3.2% | -6.1% |
| 30D | +0.2% | +8.8% | -8.6% | 0.0% |
| 3M | +16.0% | +78.6% | -62.7% | +13.7% |
| 6M | +8.3% | +70.3% | -62.0% | +6.2% |
| YTD | +22.2% | +140.3% | -118.2% | +17.9% |
| 1Y | +41.7% | +126.6% | -84.9% | +36.9% |
| 3Y | +20.7% | +120.2% | -99.5% | +15.9% |
| 5Y | +23.9% | -68.3% | +92.2% | +20.6% |
| All | +23.9% | -70.1% | +94.0% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling