+23.9%
BMY vs RVMD
+560.0%
-536.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.9% |
| 7D | -6.4% | -3.6% | -2.8% | -6.2% |
| 30D | +0.2% | -1.1% | +1.3% | +0.3% |
| 3M | +16.0% | +41.0% | -25.1% | +13.5% |
| 6M | +8.3% | +105.7% | -97.4% | +3.0% |
| YTD | +22.2% | +155.3% | -133.1% | +14.2% |
| 1Y | +41.7% | +402.7% | -361.0% | +26.9% |
| 3Y | +20.7% | +533.1% | -512.4% | +5.8% |
| 5Y | +23.9% | +583.5% | -559.6% | +6.2% |
| All | +23.9% | +560.0% | -536.1% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling