+20.5%
BMY vs RVMD
+537.4%
-516.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | -3.0% | -1.8% | -4.5% |
| 30D | -0.1% | -0.7% | +0.6% | -0.1% |
| 3M | +13.1% | +36.5% | -23.4% | +10.2% |
| 6M | +8.4% | +104.6% | -96.2% | +1.4% |
| YTD | +22.0% | +155.8% | -133.9% | +10.8% |
| 1Y | +40.3% | +340.7% | -300.4% | +21.0% |
| 3Y | +20.5% | +519.9% | -499.4% | +0.2% |
| All | +20.5% | +537.4% | -516.9% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling