+31.7%
BMY vs ROIV
+276.5%
-244.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +1.8% |
| 7D | +2.1% | +1.7% | +0.4% | +2.0% |
| 30D | +7.0% | +17.6% | -10.6% | +6.0% |
| 3M | -0.9% | +9.0% | -9.8% | -1.5% |
| 6M | +14.9% | +35.3% | -20.4% | +12.6% |
| YTD | +22.8% | +82.2% | -59.3% | +18.3% |
| 1Y | +36.2% | +92.3% | -56.0% | +30.9% |
| 3Y | +45.7% | +336.8% | -291.1% | +35.1% |
| 5Y | +31.3% | +370.6% | -339.3% | +18.1% |
| All | +31.7% | +276.5% | -244.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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