+27.3%
BMY vs PCOR
-19.6%
+47.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -0.5% | +22.7% | -23.3% | -1.5% |
| 30D | +4.1% | +37.5% | -33.4% | +2.6% |
| 3M | -3.1% | +35.2% | -38.3% | -4.4% |
| 6M | +11.0% | +42.2% | -31.2% | +9.1% |
| YTD | +19.1% | +3.6% | +15.5% | +18.0% |
| 1Y | +37.8% | -4.8% | +42.5% | +36.9% |
| 3Y | +34.2% | +48.3% | -14.1% | +31.2% |
| All | +27.3% | -19.6% | +47.0% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 5y: compounded portfolio wealth divided by compounded PCOR 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…
5y analysis · Full analysis span regression · 6 months rolling