+20.7%
BMY vs RUN
-38.5%
+59.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -1.0% |
| 7D | -6.4% | -3.4% | -3.0% | -6.3% |
| 30D | +0.2% | -14.0% | +14.2% | +0.7% |
| 3M | +16.0% | -27.5% | +43.4% | +16.9% |
| 6M | +8.3% | -29.0% | +37.3% | +9.1% |
| YTD | +22.2% | -53.1% | +75.3% | +24.0% |
| 1Y | +41.7% | -46.7% | +88.4% | +42.8% |
| All | +20.7% | -38.5% | +59.2% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling