+1,059.7%
APH vs BMY
+67.7%
+992.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.3% |
| 7D | +5.0% | +0.4% | +4.6% | +4.9% |
| 30D | -3.9% | +5.0% | -8.9% | -5.0% |
| 3M | +13.0% | +19.4% | -6.4% | +8.1% |
| 6M | +25.2% | +9.5% | +15.6% | +22.0% |
| YTD | +22.9% | +28.1% | -5.1% | +15.2% |
| 1Y | +47.8% | +50.0% | -2.1% | +32.6% |
| 3Y | +283.0% | +24.1% | +258.9% | +256.9% |
| 5Y | +349.7% | +25.0% | +324.7% | +313.9% |
| All | +1,059.7% | +67.7% | +992.1% | +876.2% |
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