+61,451.9%
APH vs BMY
+1,068.8%
+60,383.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | 0.0% | -47.8% | -47.8% |
| 7D | -48.7% | -0.2% | -48.5% | -48.7% |
| 30D | -51.9% | +5.0% | -57.0% | -52.6% |
| 3M | -43.6% | +19.4% | -62.9% | -46.3% |
| 6M | -37.5% | +9.5% | -47.1% | -39.4% |
| YTD | -38.6% | +28.1% | -66.7% | -43.0% |
| 1Y | -26.3% | +50.0% | -76.3% | -34.6% |
| 3Y | +89.2% | +24.1% | +65.1% | +72.5% |
| 5Y | +119.8% | +25.0% | +94.8% | +98.6% |
| 10Y | +454.3% | +68.7% | +385.6% | +351.5% |
| All | +61,451.9% | +1,068.8% | +60,383.1% | +33,295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling