+64.6%
BMY vs ROP
+132.1%
-67.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -4.8% | -6.1% | +1.3% | -3.0% |
| 30D | -0.7% | -3.4% | +2.7% | +0.3% |
| 3M | +15.3% | +16.7% | -1.4% | +9.6% |
| 6M | +8.5% | +8.1% | +0.5% | +5.3% |
| YTD | +23.4% | -11.7% | +35.1% | +27.3% |
| 1Y | +42.9% | -24.2% | +67.1% | +54.8% |
| 3Y | +22.0% | -19.0% | +40.9% | +27.5% |
| 5Y | +24.3% | -15.9% | +40.2% | +26.4% |
| 10Y | +64.6% | +135.7% | -71.1% | +9.3% |
| All | +64.6% | +132.1% | -67.5% | +9.3% |
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