+1,637.4%
BMY vs ROL
+9,763.6%
-8,126.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.5% |
| 7D | -1.4% | +7.5% | -8.9% | -3.2% |
| 30D | +5.1% | +21.1% | -16.0% | +0.2% |
| 3M | -3.0% | +3.1% | -6.1% | -3.9% |
| 6M | +13.1% | -27.4% | +40.5% | +21.7% |
| YTD | +20.3% | -34.7% | +55.0% | +32.5% |
| 1Y | +39.0% | -32.9% | +72.0% | +52.0% |
| 3Y | +42.0% | +6.1% | +35.8% | +37.3% |
| 5Y | +28.5% | +16.3% | +12.2% | +19.4% |
| 10Y | +57.5% | +214.9% | -157.3% | +10.3% |
| All | +1,637.4% | +9,763.6% | -8,126.1% | +376.8% |
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