+22.5%
BMY vs ROL
+1.0%
+21.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.8% |
| 7D | -3.3% | -3.4% | +0.1% | -2.8% |
| 30D | 0.0% | -6.9% | +6.9% | +1.1% |
| 3M | +17.7% | -24.6% | +42.3% | +22.8% |
| 6M | +9.6% | -39.5% | +49.2% | +18.0% |
| YTD | +24.0% | -41.1% | +65.1% | +33.7% |
| 1Y | +45.1% | -37.9% | +83.0% | +54.9% |
| 3Y | +22.5% | +0.8% | +21.7% | +36.3% |
| All | +22.5% | +1.0% | +21.5% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling