+209.8%
RSP vs BMY
+61.9%
+148.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -1.8% | -4.8% | +3.0% | -0.4% |
| 30D | -2.5% | -0.7% | -1.9% | -2.4% |
| 3M | +3.0% | +15.3% | -12.3% | -1.5% |
| 6M | +8.9% | +8.5% | +0.4% | +5.8% |
| YTD | +13.0% | +23.4% | -10.5% | +5.4% |
| 1Y | +16.2% | +42.9% | -26.7% | +3.4% |
| 3Y | +52.7% | +22.0% | +30.7% | +40.4% |
| 5Y | +50.5% | +24.3% | +26.1% | +36.1% |
| 10Y | +209.8% | +64.6% | +145.2% | +157.3% |
| All | +209.8% | +61.9% | +148.0% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 10y: compounded portfolio wealth divided by compounded BMY 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…
10y analysis · Full analysis span regression · 6 months rolling