+64.6%
BMY vs ROL
+205.3%
-140.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | -4.8% | -3.3% | -1.5% | -4.1% |
| 30D | -0.7% | -7.2% | +6.6% | +1.0% |
| 3M | +15.3% | -27.0% | +42.3% | +23.5% |
| 6M | +8.5% | -39.5% | +48.0% | +21.3% |
| YTD | +23.4% | -41.8% | +65.2% | +38.8% |
| 1Y | +42.9% | -38.9% | +81.8% | +58.6% |
| 3Y | +22.0% | -0.4% | +22.3% | +19.7% |
| 5Y | +24.3% | -4.2% | +28.5% | +21.5% |
| 10Y | +64.6% | +208.2% | -143.6% | +24.7% |
| All | +64.6% | +205.3% | -140.7% | +24.7% |
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