+51.5%
RSP vs BMY
+22.9%
+28.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.4% |
| 7D | -0.4% | -3.3% | +2.9% | +0.3% |
| 30D | -1.5% | 0.0% | -1.5% | -1.6% |
| 3M | +4.8% | +17.7% | -12.9% | +1.3% |
| 6M | +10.3% | +9.6% | +0.6% | +8.0% |
| YTD | +14.1% | +24.0% | -9.9% | +8.8% |
| 1Y | +17.0% | +45.1% | -28.1% | +7.8% |
| 3Y | +54.2% | +22.5% | +31.7% | +47.6% |
| 5Y | +51.5% | +22.3% | +29.2% | +54.8% |
| All | +51.5% | +22.9% | +28.6% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling