+29.0%
BMY vs ROIV
+270.3%
-241.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.7% | -1.9% |
| 7D | -0.5% | +5.3% | -5.9% | -0.8% |
| 30D | +4.1% | +11.9% | -7.8% | +3.4% |
| 3M | -2.1% | +10.7% | -12.8% | -2.8% |
| 6M | +12.2% | +34.9% | -22.7% | +10.0% |
| YTD | +20.3% | +79.2% | -58.8% | +16.0% |
| 1Y | +39.2% | +89.0% | -49.8% | +33.8% |
| 3Y | +35.6% | +337.3% | -301.8% | +25.8% |
| 5Y | +28.6% | +402.3% | -373.8% | +15.4% |
| All | +29.0% | +270.3% | -241.3% | +18.0% |
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