+24.3%
BMY vs PEG
+33.9%
-9.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -0.7% | -1.7% | +1.1% | -0.2% |
| 3M | +15.3% | -6.8% | +22.1% | +17.6% |
| 6M | +8.5% | -11.4% | +19.9% | +12.1% |
| YTD | +23.4% | -7.2% | +30.7% | +25.9% |
| 1Y | +42.9% | -6.1% | +49.0% | +45.1% |
| 3Y | +22.0% | +31.8% | -9.8% | +11.0% |
| 5Y | +24.3% | +35.6% | -11.3% | +9.6% |
| All | +24.3% | +33.9% | -9.6% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling