+65.3%
BMY vs APD
+165.1%
-99.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | -3.3% | -2.5% | -0.8% | -2.7% |
| 30D | 0.0% | -1.9% | +1.8% | +0.4% |
| 3M | +17.7% | +8.2% | +9.5% | +15.0% |
| 6M | +9.6% | +10.7% | -1.1% | +6.2% |
| YTD | +24.0% | +22.9% | +1.1% | +16.4% |
| 1Y | +45.1% | +5.8% | +39.3% | +41.6% |
| 3Y | +22.5% | +7.8% | +14.7% | +17.0% |
| 5Y | +22.3% | +26.1% | -3.8% | +8.8% |
| All | +65.3% | +165.1% | -99.8% | +10.5% |
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