+114.9%
BMY vs RNG
+309.1%
-194.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -2.9% |
| 7D | -3.3% | -0.8% | -2.5% | -3.3% |
| 30D | 0.0% | +11.4% | -11.4% | -0.8% |
| 3M | +17.7% | +72.1% | -54.4% | +12.9% |
| 6M | +9.6% | +67.9% | -58.3% | +4.8% |
| YTD | +24.0% | +144.3% | -120.4% | +14.5% |
| 1Y | +45.1% | +117.5% | -72.4% | +35.0% |
| 3Y | +22.5% | +123.9% | -101.4% | +11.8% |
| 5Y | +22.3% | -70.1% | +92.4% | +29.1% |
| 10Y | +62.0% | +215.9% | -153.9% | +19.4% |
| All | +114.9% | +309.1% | -194.2% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling