+22.3%
BMY vs ROL
-2.9%
+25.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.2% |
| 3M | +17.7% | -24.6% | +42.3% | +23.4% |
| 6M | +9.6% | -39.5% | +49.2% | +19.2% |
| YTD | +24.0% | -41.1% | +65.1% | +35.1% |
| 1Y | +45.1% | -37.9% | +83.0% | +56.5% |
| 3Y | +22.5% | +0.8% | +21.7% | +22.5% |
| 5Y | +22.3% | -4.7% | +27.0% | +23.3% |
| All | +22.3% | -2.9% | +25.2% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling