+20.7%
BMY vs ROKU
+82.2%
-61.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -6.4% | -2.6% | -3.7% | -6.3% |
| 30D | +0.2% | +2.1% | -1.9% | +0.2% |
| 3M | +16.0% | +31.8% | -15.8% | +14.9% |
| 6M | +8.3% | +53.3% | -45.0% | +6.8% |
| YTD | +22.2% | +42.1% | -19.9% | +20.6% |
| 1Y | +41.7% | +62.3% | -20.6% | +39.2% |
| All | +20.7% | +82.2% | -61.5% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 3y: compounded portfolio wealth divided by compounded ROKU 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…
3y analysis · Full analysis span regression · 6 months rolling