+45.6%
BMY vs ROL
-34.1%
+79.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.3% | +3.4% |
| 7D | +6.0% | +14.6% | -8.6% | +2.6% |
| 30D | +9.1% | +29.3% | -20.1% | +3.2% |
| 3M | -2.6% | +2.0% | -4.6% | -3.5% |
| 6M | +13.1% | -28.5% | +41.7% | +20.3% |
| YTD | +23.0% | -35.3% | +58.4% | +31.6% |
| 1Y | +45.6% | -34.7% | +80.2% | +57.3% |
| All | +45.6% | -34.1% | +79.7% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling