+20.7%
BMY vs RRX
+1.6%
+19.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -6.4% | -3.7% | -2.6% | -6.0% |
| 30D | +0.2% | -9.3% | +9.5% | +1.1% |
| 3M | +16.0% | -21.8% | +37.7% | +18.0% |
| 6M | +8.3% | -22.0% | +30.3% | +9.8% |
| YTD | +22.2% | +11.9% | +10.2% | +19.7% |
| 1Y | +41.7% | +11.6% | +30.1% | +38.4% |
| All | +20.7% | +1.6% | +19.1% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling