+1,749.1%
BMY vs ROL
+9,030.3%
-7,281.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +0.4% | -1.4% | +1.8% | +0.7% |
| 30D | +5.0% | -4.1% | +9.1% | +6.0% |
| 3M | +19.4% | -22.5% | +41.9% | +26.7% |
| 6M | +9.5% | -37.7% | +47.2% | +22.5% |
| YTD | +28.1% | -39.6% | +67.6% | +44.0% |
| 1Y | +50.0% | -36.0% | +86.0% | +66.1% |
| 3Y | +24.1% | -5.1% | +29.2% | +23.2% |
| 5Y | +25.0% | -3.4% | +28.4% | +21.6% |
| 10Y | +68.7% | +215.2% | -146.6% | +18.2% |
| All | +1,749.1% | +9,030.3% | -7,281.1% | +418.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling