+23.3%
BMY vs PCOR
-30.9%
+54.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.7% |
| 7D | +0.4% | -9.0% | +9.3% | +0.7% |
| 30D | +5.0% | +4.2% | +0.8% | +4.8% |
| 3M | +19.4% | +14.4% | +5.0% | +18.6% |
| 6M | +9.5% | +0.2% | +9.4% | +9.1% |
| YTD | +28.1% | -20.3% | +48.3% | +28.4% |
| 1Y | +50.0% | -16.1% | +66.1% | +50.1% |
| 3Y | +24.1% | -14.7% | +38.8% | +23.2% |
| 5Y | +25.0% | -43.2% | +68.1% | +22.1% |
| All | +23.3% | -30.9% | +54.2% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling