+25.9%
BMY vs RVMD
+634.9%
-609.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.1% |
| 7D | -3.3% | -1.2% | -2.1% | -3.3% |
| 30D | 0.0% | +1.1% | -1.1% | -0.1% |
| 3M | +17.7% | +39.6% | -21.9% | +15.3% |
| 6M | +9.6% | +110.7% | -101.1% | +4.2% |
| YTD | +24.0% | +160.3% | -136.3% | +15.9% |
| 1Y | +45.1% | +404.9% | -359.8% | +30.2% |
| 3Y | +22.5% | +545.5% | -523.0% | +7.1% |
| 5Y | +22.3% | +584.7% | -562.4% | +4.7% |
| All | +25.9% | +634.9% | -609.1% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling