+283.9%
RTX vs BMY
+61.9%
+222.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.6% | -4.8% | +3.2% | 0.0% |
| 30D | -11.6% | -0.7% | -10.9% | -11.5% |
| 3M | +9.2% | +15.3% | -6.2% | +3.7% |
| 6M | -4.4% | +8.5% | -13.0% | -7.5% |
| YTD | +8.9% | +23.4% | -14.6% | +0.7% |
| 1Y | +32.1% | +42.9% | -10.8% | +15.7% |
| 3Y | +151.2% | +22.0% | +129.3% | +127.6% |
| 5Y | +162.9% | +24.3% | +138.6% | +133.6% |
| 10Y | +283.9% | +64.6% | +219.3% | +208.2% |
| All | +283.9% | +61.9% | +222.1% | +208.2% |
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