+22.3%
BMY vs APD
+26.2%
-3.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.0% |
| 7D | -3.3% | -2.5% | -0.8% | -2.9% |
| 30D | 0.0% | -1.9% | +1.8% | +0.3% |
| 3M | +17.7% | +8.2% | +9.5% | +15.9% |
| 6M | +9.6% | +10.7% | -1.1% | +7.3% |
| YTD | +24.0% | +22.9% | +1.1% | +18.8% |
| 1Y | +45.1% | +5.8% | +39.3% | +42.9% |
| 3Y | +22.5% | +7.8% | +14.7% | +18.9% |
| 5Y | +22.3% | +26.1% | -3.8% | +11.6% |
| All | +22.3% | +26.2% | -3.9% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling