+59.3%
BMY vs ROP
+183.0%
-123.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -2.0% | -2.9% | +1.0% | -1.1% |
| 30D | +9.3% | +30.1% | -20.8% | +1.0% |
| 3M | -0.1% | +19.9% | -20.0% | -5.6% |
| 6M | +15.5% | +46.0% | -30.6% | +2.2% |
| YTD | +21.8% | +8.4% | +13.5% | +17.9% |
| 1Y | +34.9% | +8.8% | +26.1% | +30.3% |
| 3Y | +43.2% | -5.6% | +48.8% | +43.2% |
| 5Y | +30.7% | +3.0% | +27.7% | +25.0% |
| 10Y | +59.3% | +184.0% | -124.7% | +6.6% |
| All | +59.3% | +183.0% | -123.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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