+36.2%
BMY vs ROST
+43.7%
-7.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.3% |
| 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% | 0.0% |
| 6M | +14.9% | +9.8% | +5.1% | +12.5% |
| YTD | +22.8% | +29.4% | -6.6% | +18.5% |
| 1Y | +36.2% | +44.4% | -8.1% | +29.6% |
| All | +36.2% | +43.7% | -7.5% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling