+37.3%
BMY vs ROIV
+232.7%
-195.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | +0.4% | +0.6% | -0.3% | +0.3% |
| 30D | +5.0% | +1.0% | +4.1% | +4.9% |
| 3M | +19.4% | +18.3% | +1.1% | +18.1% |
| 6M | +9.5% | +18.3% | -8.8% | +8.3% |
| YTD | +28.1% | +61.0% | -32.9% | +24.4% |
| 1Y | +50.0% | +177.9% | -127.9% | +42.2% |
| 3Y | +24.1% | +199.1% | -175.0% | +16.6% |
| 5Y | +25.0% | +250.7% | -225.7% | +14.9% |
| All | +37.3% | +232.7% | -195.4% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling