+220.4%
BMY vs RSG
+2,005.0%
-1,784.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -3.3% | -0.7% | -2.6% | -3.2% |
| 30D | 0.0% | +3.3% | -3.3% | -0.8% |
| 3M | +17.7% | +8.5% | +9.3% | +15.5% |
| 6M | +9.6% | -3.5% | +13.2% | +10.4% |
| YTD | +24.0% | +5.5% | +18.5% | +22.2% |
| 1Y | +45.1% | -1.7% | +46.8% | +45.3% |
| 3Y | +22.5% | +56.9% | -34.4% | +9.7% |
| 5Y | +22.3% | +89.4% | -67.1% | +4.2% |
| 10Y | +62.0% | +412.5% | -350.6% | +11.3% |
| All | +220.4% | +2,005.0% | -1,784.5% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling