+28.3%
BMY vs APD
+11.2%
+17.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | +5.0% | +2.1% | +2.9% | +4.6% |
| 3M | +19.4% | +7.2% | +12.2% | +17.7% |
| 6M | +9.5% | +11.2% | -1.7% | +6.9% |
| YTD | +28.1% | +24.4% | +3.7% | +21.7% |
| 1Y | +50.0% | +6.7% | +43.3% | +47.4% |
| All | +28.3% | +11.2% | +17.2% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling