+1,642.5%
BMY vs RVTY
+2,936.0%
-1,293.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 3M | -1.2% | +33.3% | -34.4% | -6.4% |
| 6M | +12.8% | +58.3% | -45.5% | +3.3% |
| YTD | +20.7% | +62.7% | -42.0% | +9.4% |
| 1Y | +32.6% | +67.2% | -34.6% | +19.5% |
| 3Y | +41.8% | +87.3% | -45.5% | +23.9% |
| 5Y | +29.0% | -13.4% | +42.4% | +26.0% |
| 10Y | +57.8% | +217.2% | -159.4% | +21.4% |
| All | +1,642.5% | +2,936.0% | -1,293.5% | +653.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling