+1,131.9%
BMY vs ROP
+25,523.2%
-24,391.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.3% |
| 7D | +0.4% | -4.4% | +4.8% | +1.1% |
| 30D | +5.0% | +3.2% | +1.8% | +4.4% |
| 3M | +19.4% | +23.1% | -3.7% | +15.0% |
| 6M | +9.5% | +13.3% | -3.8% | +6.8% |
| YTD | +28.1% | -7.9% | +35.9% | +29.1% |
| 1Y | +50.0% | -22.1% | +72.0% | +55.5% |
| 3Y | +24.1% | -16.8% | +40.9% | +26.7% |
| 5Y | +25.0% | -13.5% | +38.5% | +25.9% |
| 10Y | +68.7% | +137.7% | -69.0% | +43.3% |
| All | +1,131.9% | +25,523.2% | -24,391.3% | +643.5% |
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