+1,749.1%
BMY vs RRC
+1,202.2%
+547.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +0.4% | +1.3% | -0.9% | +0.3% |
| 30D | +5.0% | +10.1% | -5.1% | +4.5% |
| 3M | +19.4% | +4.0% | +15.4% | +19.1% |
| 6M | +9.5% | +1.6% | +7.9% | +9.3% |
| YTD | +28.1% | +19.7% | +8.4% | +26.7% |
| 1Y | +50.0% | +21.4% | +28.6% | +48.2% |
| 3Y | +24.1% | +29.7% | -5.6% | +21.5% |
| 5Y | +25.0% | +153.9% | -128.9% | +16.5% |
| 10Y | +68.7% | +10.8% | +57.8% | +54.9% |
| All | +1,749.1% | +1,202.2% | +547.0% | +1,458.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling