+61.0%
BMY vs RUN
+43.4%
+17.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -6.4% | -3.4% | -3.0% | -6.3% |
| 30D | +0.2% | -14.0% | +14.2% | +0.8% |
| 3M | +16.0% | -27.5% | +43.4% | +17.2% |
| 6M | +8.3% | -29.0% | +37.3% | +9.3% |
| YTD | +22.2% | -53.1% | +75.3% | +24.7% |
| 1Y | +41.7% | -46.7% | +88.4% | +43.3% |
| 3Y | +20.7% | -38.3% | +59.0% | +15.5% |
| 5Y | +23.9% | -80.7% | +104.6% | +22.1% |
| All | +61.0% | +43.4% | +17.6% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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