+152.8%
RTX vs BMY
+23.8%
+129.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.5% |
| 7D | -3.1% | -3.3% | +0.2% | -2.6% |
| 30D | -10.6% | 0.0% | -10.5% | -10.6% |
| 3M | +11.6% | +17.7% | -6.1% | +8.7% |
| 6M | -4.5% | +9.6% | -14.1% | -6.2% |
| YTD | +9.6% | +24.0% | -14.4% | +6.0% |
| 1Y | +30.8% | +45.1% | -14.3% | +24.1% |
| 3Y | +152.8% | +22.5% | +130.3% | +126.7% |
| All | +152.8% | +23.8% | +129.0% | +126.7% |
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