+64.6%
BMY vs RRC
+4.5%
+60.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -4.8% | -1.7% | -3.1% | -4.7% |
| 30D | -0.7% | +3.6% | -4.3% | -0.9% |
| 3M | +15.3% | +8.8% | +6.5% | +14.7% |
| 6M | +8.5% | +0.8% | +7.8% | +8.3% |
| YTD | +23.4% | +19.0% | +4.5% | +22.0% |
| 1Y | +42.9% | +22.9% | +20.0% | +40.9% |
| 3Y | +22.0% | +32.3% | -10.4% | +18.9% |
| 5Y | +24.3% | +151.6% | -127.2% | +14.4% |
| 10Y | +64.6% | +5.5% | +59.1% | +48.9% |
| All | +64.6% | +4.5% | +60.0% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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