+1,749.1%
BMY vs RVTY
+2,416.7%
-667.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +0.4% | +1.1% | -0.7% | +0.2% |
| 30D | +5.0% | +13.2% | -8.2% | +2.7% |
| 3M | +19.4% | +27.2% | -7.9% | +14.1% |
| 6M | +9.5% | +32.4% | -22.9% | +3.6% |
| YTD | +28.1% | +34.9% | -6.8% | +20.4% |
| 1Y | +50.0% | +52.4% | -2.4% | +37.7% |
| 3Y | +24.1% | +12.3% | +11.8% | +18.4% |
| 5Y | +25.0% | -30.8% | +55.8% | +27.4% |
| 10Y | +68.7% | +150.7% | -82.0% | +35.6% |
| All | +1,749.1% | +2,416.7% | -667.5% | +729.1% |
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