+252.9%
BMY vs PBR
+1,873.9%
-1,621.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.8% | +0.3% | -5.1% | -4.9% |
| 30D | -0.7% | +17.5% | -18.2% | -2.6% |
| 3M | +15.3% | +20.9% | -5.6% | +12.7% |
| 6M | +8.5% | +20.2% | -11.7% | +5.8% |
| YTD | +23.4% | +84.3% | -60.8% | +14.3% |
| 1Y | +42.9% | +77.1% | -34.2% | +32.8% |
| 3Y | +22.0% | +100.8% | -78.9% | +10.4% |
| 5Y | +24.3% | +556.1% | -531.8% | -5.1% |
| 10Y | +64.6% | +676.1% | -611.5% | +12.7% |
| All | +252.9% | +1,873.9% | -1,621.0% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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