+500.0%
APP vs BMY
+21.3%
+478.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.4% | +9.7% |
| 7D | +71.2% | -0.5% | +71.8% | +71.1% |
| 30D | +39.1% | +4.1% | +35.0% | +39.7% |
| 3M | +16.5% | -2.1% | +18.7% | +16.4% |
| 6M | -16.6% | +12.2% | -28.8% | -15.4% |
| YTD | -41.9% | +20.3% | -62.3% | -40.9% |
| 1Y | -37.0% | +39.2% | -76.2% | -35.7% |
| 3Y | +892.4% | +35.6% | +856.9% | +904.4% |
| 5Y | +297.3% | +28.6% | +268.7% | +310.6% |
| All | +500.0% | +21.3% | +478.7% | +539.8% |
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