+60.1%
BMY vs ROP
+185.2%
-125.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.6% |
| 7D | +2.1% | +0.7% | +1.4% | +1.9% |
| 30D | +7.0% | +28.8% | -21.8% | -0.9% |
| 3M | -0.9% | +21.1% | -21.9% | -6.6% |
| 6M | +14.9% | +52.5% | -37.6% | +0.4% |
| YTD | +22.8% | +8.9% | +14.0% | +18.7% |
| 1Y | +36.2% | +8.2% | +28.0% | +31.9% |
| 3Y | +45.7% | -5.2% | +50.8% | +45.4% |
| 5Y | +31.3% | +1.7% | +29.6% | +26.2% |
| All | +60.1% | +185.2% | -125.1% | +7.3% |
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