+59.0%
BMY vs ROP
+181.1%
-122.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | +6.2% | +30.3% | -24.1% | -1.9% |
| 3M | -2.1% | +17.8% | -19.9% | -7.0% |
| 6M | +14.3% | +38.9% | -24.6% | +2.7% |
| YTD | +21.6% | +7.6% | +14.0% | +18.0% |
| 1Y | +38.8% | +6.5% | +32.3% | +35.0% |
| 3Y | +42.9% | -6.3% | +49.2% | +43.2% |
| 5Y | +30.1% | +0.9% | +29.1% | +25.3% |
| All | +59.0% | +181.1% | -122.1% | +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