+1,637.4%
BMY vs APD
+6,318.0%
-4,680.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.6% |
| 7D | -1.4% | -1.6% | +0.2% | -0.9% |
| 30D | +5.1% | +10.6% | -5.5% | +2.1% |
| 3M | -3.0% | +2.5% | -5.5% | -3.8% |
| 6M | +13.1% | +6.0% | +7.1% | +10.7% |
| YTD | +20.3% | +28.4% | -8.1% | +11.0% |
| 1Y | +39.0% | +22.2% | +16.9% | +29.9% |
| 3Y | +42.0% | +26.6% | +15.4% | +29.0% |
| 5Y | +28.5% | +11.8% | +16.8% | +18.6% |
| 10Y | +57.5% | +187.8% | -130.3% | +5.6% |
| All | +1,637.4% | +6,318.0% | -4,680.6% | +276.9% |
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