+23.8%
BMY vs RVMD
+622.3%
-598.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | -3.0% | -1.8% | -4.6% |
| 30D | -0.1% | -0.7% | +0.6% | -0.1% |
| 3M | +13.1% | +36.5% | -23.4% | +10.9% |
| 6M | +8.4% | +104.6% | -96.2% | +3.2% |
| YTD | +22.0% | +155.8% | -133.9% | +14.1% |
| 1Y | +40.3% | +340.7% | -300.4% | +27.0% |
| 3Y | +20.5% | +519.9% | -499.4% | +5.6% |
| 5Y | +23.7% | +584.9% | -561.2% | +5.9% |
| All | +23.8% | +622.3% | -598.5% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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