+64.6%
BMY vs RVTY
+134.6%
-70.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.1% |
| 7D | -4.8% | -5.4% | +0.6% | -3.6% |
| 30D | -0.7% | +6.7% | -7.4% | -2.2% |
| 3M | +15.3% | +19.0% | -3.7% | +10.5% |
| 6M | +8.5% | +34.6% | -26.1% | +0.6% |
| YTD | +23.4% | +28.3% | -4.8% | +15.2% |
| 1Y | +42.9% | +46.0% | -3.1% | +28.8% |
| 3Y | +22.0% | +16.9% | +5.1% | +13.4% |
| 5Y | +24.3% | -32.9% | +57.2% | +29.8% |
| 10Y | +64.6% | +141.6% | -77.0% | +5.9% |
| All | +64.6% | +134.6% | -70.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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