+883.4%
APH vs BMY
+71.5%
+811.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.4% |
| 7D | -5.9% | -0.5% | -5.4% | -5.9% |
| 30D | -14.8% | +4.1% | -18.9% | -15.8% |
| 3M | -12.4% | -2.1% | -10.3% | -12.4% |
| 6M | +8.1% | +12.2% | -4.1% | +4.3% |
| YTD | +10.9% | +20.3% | -9.4% | +5.0% |
| 1Y | +8.8% | +39.2% | -30.4% | -1.0% |
| 3Y | +262.1% | +35.6% | +226.5% | +222.8% |
| 5Y | +283.1% | +28.6% | +254.6% | +243.6% |
| All | +883.4% | +71.5% | +811.9% | +722.1% |
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