+1,673.5%
BMY vs PEG
+3,024.2%
-1,350.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.3% | +1.3% |
| 7D | +2.1% | +4.5% | -2.4% | +0.6% |
| 30D | +7.0% | +7.5% | -0.5% | +4.5% |
| 3M | -0.9% | +0.8% | -1.7% | -1.3% |
| 6M | +14.9% | 0.0% | +14.9% | +14.8% |
| YTD | +22.8% | -3.0% | +25.9% | +23.7% |
| 1Y | +36.2% | -4.7% | +41.0% | +38.0% |
| 3Y | +45.7% | +36.5% | +9.2% | +29.4% |
| 5Y | +31.3% | +44.4% | -13.1% | +13.1% |
| 10Y | +60.6% | +170.2% | -109.6% | +8.9% |
| All | +1,673.5% | +3,024.2% | -1,350.7% | +340.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling