+58.2%
BMY vs ROL
+211.1%
-152.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.8% | +3.4% | -1.6% | +1.0% |
| 30D | +6.2% | +20.8% | -14.5% | +1.8% |
| 3M | -2.1% | +3.7% | -5.9% | -3.2% |
| 6M | +14.3% | -27.7% | +41.9% | +22.3% |
| YTD | +21.6% | -34.9% | +56.5% | +32.9% |
| 1Y | +38.8% | -33.3% | +72.1% | +50.8% |
| 3Y | +42.9% | +4.3% | +38.6% | +39.1% |
| 5Y | +30.1% | +15.0% | +15.1% | +21.6% |
| 10Y | +58.2% | +214.7% | -156.5% | +40.0% |
| All | +58.2% | +211.1% | -152.9% | +40.0% |
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