+22.5%
BMY vs RVTY
+16.6%
+5.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.7% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | 0.0% | +10.8% | -10.9% | -2.2% |
| 3M | +17.7% | +26.8% | -9.1% | +11.7% |
| 6M | +9.6% | +39.3% | -29.7% | +1.3% |
| YTD | +24.0% | +31.6% | -7.6% | +15.5% |
| 1Y | +45.1% | +47.7% | -2.6% | +30.9% |
| 3Y | +22.5% | +19.9% | +2.6% | +11.3% |
| All | +22.5% | +16.6% | +5.9% | +11.3% |
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