+60.7%
BMY vs PH
+820.2%
-759.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | -0.1% | -11.0% | +10.9% | +2.3% |
| 3M | +13.1% | +5.5% | +7.6% | +11.5% |
| 6M | +8.4% | +1.5% | +6.9% | +7.6% |
| YTD | +22.0% | +8.8% | +13.2% | +19.1% |
| 1Y | +40.3% | +24.5% | +15.8% | +33.0% |
| 3Y | +20.5% | +141.2% | -120.6% | -3.2% |
| 5Y | +23.7% | +256.3% | -232.6% | -11.7% |
| All | +60.7% | +820.2% | -759.4% | -19.0% |
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