+355.9%
APH vs BMY
+25.3%
+330.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +0.9% |
| 7D | +5.0% | +0.4% | +4.6% | +4.9% |
| 30D | -3.9% | +5.0% | -8.9% | -4.1% |
| 3M | +13.0% | +19.4% | -6.4% | +11.9% |
| 6M | +25.2% | +9.5% | +15.6% | +24.6% |
| YTD | +22.9% | +28.1% | -5.1% | +21.1% |
| 1Y | +47.8% | +50.0% | -2.1% | +43.9% |
| 3Y | +283.0% | +24.1% | +258.9% | +290.6% |
| All | +355.9% | +25.3% | +330.6% | +394.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling