+1,010.7%
BMY vs RY
+11,573.6%
-10,563.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | +0.4% | +3.1% | -2.8% | -0.6% |
| 30D | +5.0% | -0.3% | +5.3% | +5.1% |
| 3M | +19.4% | +8.7% | +10.7% | +16.1% |
| 6M | +9.5% | +28.5% | -19.0% | +1.1% |
| YTD | +28.1% | +25.1% | +3.0% | +19.0% |
| 1Y | +50.0% | +46.3% | +3.7% | +32.7% |
| 3Y | +24.1% | +154.9% | -130.9% | -8.4% |
| 5Y | +25.0% | +140.3% | -115.3% | -7.0% |
| 10Y | +68.7% | +377.0% | -308.4% | -0.4% |
| All | +1,010.7% | +11,573.6% | -10,563.0% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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