+1,682.5%
BMY vs TROW
+14,176.2%
-12,493.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -4.8% | -1.5% | -3.3% | -4.5% |
| 30D | -0.7% | -5.3% | +4.6% | +0.5% |
| 3M | +15.3% | +2.9% | +12.4% | +14.5% |
| 6M | +8.5% | +22.2% | -13.7% | +3.9% |
| YTD | +23.4% | +8.1% | +15.4% | +20.9% |
| 1Y | +42.9% | +5.8% | +37.1% | +40.4% |
| 3Y | +22.0% | +14.0% | +7.9% | +16.6% |
| 5Y | +24.3% | -38.3% | +62.6% | +31.7% |
| 10Y | +64.6% | +131.7% | -67.1% | +28.9% |
| All | +1,682.5% | +14,176.2% | -12,493.7% | +610.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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