+25.2%
BMY vs RUN
-80.9%
+106.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | -0.3% |
| 7D | -4.8% | -1.8% | -3.0% | -4.8% |
| 30D | -0.7% | -10.8% | +10.2% | -0.4% |
| 3M | +15.3% | -30.2% | +45.5% | +16.2% |
| 6M | +8.5% | -22.3% | +30.9% | +8.9% |
| YTD | +23.4% | -52.2% | +75.6% | +24.9% |
| 1Y | +42.9% | -45.1% | +88.0% | +43.7% |
| 3Y | +22.0% | -37.1% | +59.1% | +19.2% |
| All | +25.2% | -80.9% | +106.1% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling