+1,749.1%
BMY vs APD
+6,115.6%
-4,366.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +0.4% | -2.2% | +2.6% | +1.0% |
| 30D | +5.0% | +2.1% | +2.9% | +4.3% |
| 3M | +19.4% | +7.2% | +12.2% | +16.6% |
| 6M | +9.5% | +11.2% | -1.7% | +5.6% |
| YTD | +28.1% | +24.4% | +3.7% | +19.2% |
| 1Y | +50.0% | +6.7% | +43.3% | +45.5% |
| 3Y | +24.1% | +9.2% | +14.8% | +17.3% |
| 5Y | +25.0% | +27.4% | -2.4% | +10.6% |
| 10Y | +68.7% | +164.8% | -96.2% | +15.8% |
| All | +1,749.1% | +6,115.6% | -4,366.5% | +305.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling