+1,154.1%
BMY vs PAAS
+1,235.6%
-81.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.8% |
| 7D | +0.4% | -2.9% | +3.3% | +0.5% |
| 30D | +5.0% | +6.8% | -1.8% | +4.7% |
| 3M | +19.4% | -2.9% | +22.3% | +19.3% |
| 6M | +9.5% | -16.4% | +26.0% | +9.9% |
| YTD | +28.1% | 0.0% | +28.0% | +27.5% |
| 1Y | +50.0% | +54.3% | -4.3% | +46.9% |
| 3Y | +24.1% | +230.7% | -206.6% | +17.2% |
| 5Y | +25.0% | +111.6% | -86.6% | +19.2% |
| 10Y | +68.7% | +211.7% | -143.0% | +55.5% |
| All | +1,154.1% | +1,235.6% | -81.5% | +1,027.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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