+22.3%
BMY vs PH
+252.1%
-229.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | 0.0% | -10.8% | +10.8% | +1.4% |
| 3M | +17.7% | +8.5% | +9.3% | +16.3% |
| 6M | +9.6% | +3.9% | +5.7% | +8.7% |
| YTD | +24.0% | +9.4% | +14.6% | +22.1% |
| 1Y | +45.1% | +26.8% | +18.3% | +40.3% |
| 3Y | +22.5% | +140.8% | -118.3% | +9.5% |
| 5Y | +22.3% | +253.8% | -231.5% | +0.4% |
| All | +22.3% | +252.1% | -229.8% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling