+951.3%
APH vs BMY
+60.5%
+890.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | 0.0% | +8.2% | +8.2% |
| 7D | +1.1% | -1.4% | +2.5% | +1.3% |
| 30D | -7.5% | +5.1% | -12.6% | -8.7% |
| 3M | -4.4% | -3.0% | -1.4% | -4.2% |
| 6M | +26.5% | +13.1% | +13.4% | +21.8% |
| YTD | +20.0% | +20.3% | -0.3% | +13.5% |
| 1Y | +16.9% | +39.0% | -22.1% | +6.3% |
| 3Y | +288.5% | +42.0% | +246.5% | +240.4% |
| 5Y | +310.3% | +28.5% | +281.8% | +267.8% |
| 10Y | +951.3% | +57.5% | +893.8% | +789.5% |
| All | +951.3% | +60.5% | +890.8% | +789.5% |
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