+59.0%
BMY vs PH
+719.0%
-660.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +1.8% | +2.1% | -0.4% | +1.3% |
| 30D | +6.2% | +0.3% | +6.0% | +5.9% |
| 3M | -2.1% | -8.8% | +6.7% | -0.6% |
| 6M | +14.3% | +10.0% | +4.2% | +11.3% |
| YTD | +21.6% | +10.5% | +11.1% | +18.1% |
| 1Y | +38.8% | +15.5% | +23.3% | +33.5% |
| 3Y | +42.9% | +136.4% | -93.4% | +15.6% |
| 5Y | +30.1% | +213.6% | -183.5% | -3.7% |
| All | +59.0% | +719.0% | -660.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling