+42.0%
BMY vs ROKU
+883.2%
-841.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | 0.0% | +1.5% | -1.5% | -0.1% |
| 3M | +17.7% | +25.7% | -8.0% | +16.7% |
| 6M | +9.6% | +54.5% | -44.8% | +7.8% |
| YTD | +24.0% | +43.2% | -19.2% | +22.1% |
| 1Y | +45.1% | +56.3% | -11.2% | +42.4% |
| 3Y | +22.5% | +86.1% | -63.6% | +17.7% |
| 5Y | +22.3% | -53.6% | +75.9% | +21.5% |
| All | +42.0% | +883.2% | -841.1% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling