+41.7%
BMY vs ROST
+53.4%
-11.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -6.4% | -2.5% | -3.9% | -6.0% |
| 30D | +0.2% | -10.3% | +10.5% | +1.9% |
| 3M | +16.0% | -2.6% | +18.5% | +16.3% |
| 6M | +8.3% | +6.5% | +1.8% | +7.5% |
| YTD | +22.2% | +25.9% | -3.7% | +20.1% |
| 1Y | +41.7% | +52.3% | -10.6% | +39.2% |
| All | +41.7% | +53.4% | -11.7% | +39.2% |
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