+14.9%
BMY vs RUN
-39.4%
+54.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.8% |
| 7D | +2.1% | -13.5% | +15.6% | +1.9% |
| 30D | +7.0% | +18.3% | -11.3% | +6.7% |
| 3M | -0.9% | -12.5% | +11.6% | -2.2% |
| 6M | +14.9% | -40.3% | +55.3% | +12.2% |
| All | +14.9% | -39.4% | +54.4% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling