+1,060.9%
BMY vs ROP
+30,039.9%
-28,979.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -1.3% | -2.7% | +1.4% | -0.8% |
| 30D | +10.0% | +29.7% | -19.7% | +5.2% |
| 3M | -1.2% | +21.2% | -22.4% | -4.5% |
| 6M | +12.8% | +48.3% | -35.5% | +5.0% |
| YTD | +20.7% | +8.4% | +12.3% | +18.2% |
| 1Y | +32.6% | +6.0% | +26.6% | +30.4% |
| 3Y | +41.8% | -5.6% | +47.4% | +41.6% |
| 5Y | +29.0% | +1.3% | +27.7% | +26.4% |
| 10Y | +57.8% | +184.1% | -126.3% | +30.0% |
| All | +1,060.9% | +30,039.9% | -28,979.0% | +580.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling