+43.4%
BMY vs RUN
-33.9%
+77.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | +2.1% | -13.5% | +15.6% | +2.6% |
| 30D | +7.0% | +18.3% | -11.3% | +6.2% |
| 3M | -0.9% | -12.5% | +11.6% | -0.6% |
| 6M | +14.9% | -40.3% | +55.3% | +16.7% |
| YTD | +22.8% | -53.1% | +75.9% | +25.0% |
| 1Y | +36.2% | -54.3% | +90.5% | +38.7% |
| 3Y | +45.7% | -6.5% | +52.2% | +37.4% |
| 5Y | +31.3% | -85.3% | +116.6% | +31.4% |
| 10Y | +60.6% | +68.9% | -8.3% | +33.6% |
| All | +43.4% | -33.9% | +77.3% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling