+1,749.1%
BMY vs ROST
+70,186.2%
-68,437.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | +0.4% | +0.9% | -0.6% | +0.2% |
| 30D | +5.0% | -8.9% | +13.9% | +6.2% |
| 3M | +19.4% | -0.8% | +20.2% | +19.4% |
| 6M | +9.5% | +8.5% | +1.0% | +8.2% |
| YTD | +28.1% | +28.6% | -0.5% | +23.9% |
| 1Y | +50.0% | +52.3% | -2.4% | +41.9% |
| 3Y | +24.1% | +94.8% | -70.8% | +13.3% |
| 5Y | +25.0% | +110.8% | -85.8% | +11.3% |
| 10Y | +68.7% | +304.5% | -235.9% | +35.7% |
| All | +1,749.1% | +70,186.2% | -68,437.1% | +790.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling