+60.1%
BMY vs P
+652.0%
-592.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +1.8% |
| 7D | +2.1% | +11.6% | -9.5% | +1.7% |
| 30D | +7.0% | -23.7% | +30.7% | +7.8% |
| 3M | -0.9% | -8.0% | +7.1% | -1.0% |
| 6M | +14.9% | +27.9% | -13.0% | +12.9% |
| YTD | +22.8% | +61.2% | -38.3% | +18.9% |
| 1Y | +36.2% | +28.6% | +7.6% | +32.7% |
| 3Y | +45.7% | +200.5% | -154.8% | +29.1% |
| 5Y | +31.3% | +282.9% | -251.7% | +11.1% |
| All | +60.1% | +652.0% | -592.0% | +22.1% |
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