+58.2%
BMY vs APD
+187.0%
-128.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +6.2% | +11.0% | -4.8% | +3.4% |
| 3M | -2.1% | +1.3% | -3.5% | -2.5% |
| 6M | +14.3% | +6.4% | +7.9% | +12.1% |
| YTD | +21.6% | +28.9% | -7.3% | +12.7% |
| 1Y | +38.8% | +23.2% | +15.6% | +30.1% |
| 3Y | +42.9% | +26.3% | +16.6% | +31.0% |
| 5Y | +30.1% | +12.0% | +18.0% | +21.3% |
| 10Y | +58.2% | +183.2% | -125.0% | +9.3% |
| All | +58.2% | +187.0% | -128.8% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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