+60.1%
BMY vs ROST
+300.7%
-240.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.2% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +7.0% | +0.5% | +6.5% | +6.9% |
| 3M | -0.9% | -5.2% | +4.4% | -0.1% |
| 6M | +14.9% | +9.8% | +5.1% | +12.9% |
| YTD | +22.8% | +29.4% | -6.6% | +17.3% |
| 1Y | +36.2% | +44.4% | -8.1% | +27.7% |
| 3Y | +45.7% | +95.0% | -49.3% | +28.8% |
| 5Y | +31.3% | +111.9% | -80.6% | +12.7% |
| All | +60.1% | +300.7% | -240.6% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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