+943.6%
BMY vs RY
+11,121.0%
-10,177.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | +4.1% | +5.9% | -1.8% | +2.2% |
| 3M | -2.1% | -4.3% | +2.1% | -0.8% |
| 6M | +12.2% | +12.1% | +0.1% | +8.0% |
| YTD | +20.3% | +20.3% | +0.1% | +13.2% |
| 1Y | +39.2% | +41.0% | -1.8% | +24.6% |
| 3Y | +35.6% | +157.5% | -121.9% | -0.1% |
| 5Y | +28.6% | +123.2% | -94.6% | -2.1% |
| 10Y | +73.9% | +365.7% | -291.8% | +3.5% |
| All | +943.6% | +11,121.0% | -10,177.5% | +145.1% |
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