+41.7%
BMY vs PEG
-6.5%
+48.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -6.4% | -0.9% | -5.5% | -6.1% |
| 30D | +0.2% | -2.8% | +3.0% | +1.1% |
| 3M | +16.0% | -6.9% | +22.9% | +18.9% |
| 6M | +8.3% | -11.4% | +19.7% | +12.3% |
| YTD | +22.2% | -7.4% | +29.6% | +26.3% |
| 1Y | +41.7% | -8.3% | +50.0% | +45.9% |
| All | +41.7% | -6.5% | +48.2% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling