+22.5%
BMY vs ROP
-18.5%
+41.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.7% |
| 7D | -3.3% | -5.4% | +2.1% | -2.4% |
| 30D | 0.0% | -1.6% | +1.6% | +0.2% |
| 3M | +17.7% | +18.8% | -1.1% | +14.2% |
| 6M | +9.6% | +8.2% | +1.4% | +8.0% |
| YTD | +24.0% | -10.5% | +34.5% | +26.6% |
| 1Y | +45.1% | -23.7% | +68.9% | +53.6% |
| 3Y | +22.5% | -17.9% | +40.4% | +22.4% |
| All | +22.5% | -18.5% | +41.0% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling