+1,659.0%
BMY vs RRC
+1,511.7%
+147.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | +9.3% | +25.2% | -15.9% | +7.9% |
| 3M | -0.1% | +27.8% | -27.9% | -1.5% |
| 6M | +15.5% | +27.2% | -11.8% | +13.8% |
| YTD | +21.8% | +48.2% | -26.3% | +19.1% |
| 1Y | +34.9% | +34.7% | +0.2% | +32.4% |
| 3Y | +43.2% | +62.2% | -19.1% | +38.5% |
| 5Y | +30.7% | +130.9% | -100.2% | +22.5% |
| 10Y | +59.3% | +73.4% | -14.2% | +42.9% |
| All | +1,659.0% | +1,511.7% | +147.2% | +1,364.0% |
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