+262.1%
APH vs BMY
+33.3%
+228.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.0% |
| 7D | -5.9% | -0.5% | -5.4% | -5.9% |
| 30D | -14.8% | +4.1% | -18.9% | -14.5% |
| 3M | -12.4% | -3.1% | -9.3% | -12.3% |
| 6M | +8.1% | +11.0% | -3.0% | +8.7% |
| YTD | +10.9% | +19.1% | -8.1% | +11.9% |
| 1Y | +8.8% | +37.8% | -29.0% | +10.0% |
| 3Y | +262.1% | +34.2% | +227.9% | +282.3% |
| All | +262.1% | +33.3% | +228.8% | +282.3% |
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