+267.4%
RTX vs BMY
+59.8%
+207.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.5% |
| 7D | +4.8% | +2.1% | +2.7% | +4.0% |
| 30D | +6.5% | +7.0% | -0.5% | +3.9% |
| 3M | -9.6% | -0.9% | -8.8% | -9.7% |
| 6M | +12.3% | +14.9% | -2.6% | +6.4% |
| YTD | +9.5% | +22.8% | -13.4% | +0.9% |
| 1Y | +15.8% | +36.2% | -20.4% | +2.8% |
| 3Y | +157.0% | +45.7% | +111.3% | +114.3% |
| 5Y | +148.8% | +31.3% | +117.5% | +114.1% |
| All | +267.4% | +59.8% | +207.6% | +194.5% |
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