+24.3%
BMY vs ROKU
-52.4%
+76.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -4.8% | -0.4% | -4.3% | -4.7% |
| 30D | -0.1% | +2.1% | -2.2% | -0.1% |
| 3M | +13.1% | +29.5% | -16.4% | +12.3% |
| 6M | +8.4% | +53.8% | -45.4% | +7.1% |
| YTD | +22.0% | +42.8% | -20.8% | +20.7% |
| 1Y | +40.3% | +60.7% | -20.4% | +38.3% |
| 3Y | +20.5% | +83.9% | -63.4% | +17.0% |
| All | +24.3% | -52.4% | +76.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling