+22.3%
BMY vs RRC
+153.5%
-131.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | -3.3% | -1.2% | -2.1% | -3.3% |
| 30D | 0.0% | +9.4% | -9.5% | -0.4% |
| 3M | +17.7% | +7.4% | +10.3% | +17.3% |
| 6M | +9.6% | +1.5% | +8.2% | +9.4% |
| YTD | +24.0% | +19.4% | +4.6% | +22.9% |
| 1Y | +45.1% | +24.2% | +20.9% | +43.7% |
| 3Y | +22.5% | +32.8% | -10.3% | +20.5% |
| 5Y | +22.3% | +152.9% | -130.6% | +19.1% |
| All | +22.3% | +153.5% | -131.2% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling