+20.7%
BMY vs RSG
+56.5%
-35.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -6.4% | -1.8% | -4.6% | -6.0% |
| 30D | +0.2% | +2.8% | -2.6% | -0.3% |
| 3M | +16.0% | +4.3% | +11.7% | +14.9% |
| 6M | +8.3% | -0.5% | +8.8% | +8.0% |
| YTD | +22.2% | +5.2% | +17.0% | +20.6% |
| 1Y | +41.7% | -2.1% | +43.8% | +41.8% |
| All | +20.7% | +56.5% | -35.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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