+62.0%
BMY vs P
+712.4%
-650.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.3% |
| 7D | -3.3% | +7.8% | -11.2% | -3.6% |
| 30D | 0.0% | +12.3% | -12.4% | -0.6% |
| 3M | +17.7% | +37.1% | -19.4% | +15.8% |
| 6M | +9.6% | +66.1% | -56.4% | +6.5% |
| YTD | +24.0% | +50.9% | -27.0% | +20.7% |
| 1Y | +45.1% | +27.2% | +17.9% | +41.6% |
| 3Y | +22.5% | +158.7% | -136.2% | +9.9% |
| 5Y | +22.3% | +291.1% | -268.8% | +2.8% |
| 10Y | +62.0% | +715.0% | -653.0% | +19.1% |
| All | +62.0% | +712.4% | -650.4% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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