+60.1%
BMY vs ROL
+221.5%
-161.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.2% |
| 7D | +2.1% | +3.0% | -0.9% | +1.4% |
| 30D | +7.0% | +19.8% | -12.8% | +2.7% |
| 3M | -0.9% | +7.9% | -8.8% | -2.8% |
| 6M | +14.9% | -25.6% | +40.6% | +22.2% |
| YTD | +22.8% | -34.1% | +57.0% | +33.9% |
| 1Y | +36.2% | -31.4% | +67.6% | +47.1% |
| 3Y | +45.7% | +4.7% | +41.0% | +41.7% |
| 5Y | +31.3% | +15.6% | +15.7% | +22.7% |
| All | +60.1% | +221.5% | -161.5% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling