+42.0%
BMY vs PH
+137.6%
-95.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.5% |
| 7D | -1.4% | +3.0% | -4.4% | -1.8% |
| 30D | +5.1% | -0.6% | +5.7% | +5.1% |
| 3M | -3.0% | -10.7% | +7.7% | -1.6% |
| 6M | +13.1% | +9.1% | +4.0% | +11.1% |
| YTD | +20.3% | +9.5% | +10.8% | +18.0% |
| 1Y | +39.0% | +14.0% | +25.0% | +35.5% |
| 3Y | +42.0% | +138.9% | -96.9% | +22.0% |
| All | +42.0% | +137.6% | -95.6% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling