+60.7%
BMY vs RRX
+228.4%
-167.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.7% |
| 7D | -4.8% | -0.3% | -4.4% | -4.7% |
| 30D | -0.1% | -6.1% | +6.0% | +0.8% |
| 3M | +13.1% | -23.1% | +36.2% | +16.9% |
| 6M | +8.4% | -19.5% | +27.9% | +10.5% |
| YTD | +22.0% | +16.1% | +5.9% | +16.6% |
| 1Y | +40.3% | +12.9% | +27.4% | +34.2% |
| 3Y | +20.5% | +7.9% | +12.6% | +12.9% |
| 5Y | +23.7% | +19.1% | +4.6% | +10.1% |
| All | +60.7% | +228.4% | -167.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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