+152.8%
RTX vs BMY
+36.2%
+116.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -3.2% | -1.4% | -1.8% | -3.0% |
| 30D | +5.6% | +5.1% | +0.5% | +4.7% |
| 3M | -11.7% | -3.0% | -8.7% | -11.4% |
| 6M | +12.3% | +13.1% | -0.7% | +9.8% |
| YTD | +8.2% | +20.3% | -12.1% | +5.0% |
| 1Y | +12.6% | +39.0% | -26.4% | +7.2% |
| 3Y | +152.8% | +42.0% | +110.8% | +137.9% |
| All | +152.8% | +36.2% | +116.6% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling