+30.9%
BMY vs ROK
+30.4%
+0.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +2.1% | +7.1% | -5.0% | +1.5% |
| 30D | +7.0% | -5.0% | +12.0% | +7.3% |
| 3M | -0.9% | -9.4% | +8.5% | -0.2% |
| 6M | +14.9% | -11.0% | +25.9% | +15.6% |
| YTD | +22.8% | +4.4% | +18.4% | +21.0% |
| 1Y | +36.2% | +7.4% | +28.8% | +33.9% |
| 3Y | +45.7% | +61.0% | -15.3% | +36.5% |
| All | +30.9% | +30.4% | +0.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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