+43.1%
BMY vs RVTY
+88.5%
-45.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | -1.3% | +4.1% | -5.4% | -2.0% |
| 30D | +10.0% | +1.3% | +8.7% | +9.4% |
| 3M | -1.2% | +33.3% | -34.4% | -7.4% |
| 6M | +12.8% | +58.3% | -45.5% | +1.2% |
| YTD | +20.7% | +62.7% | -42.0% | +6.5% |
| 1Y | +32.6% | +67.2% | -34.6% | +16.0% |
| All | +43.1% | +88.5% | -45.4% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling