+1,659.0%
BMY vs PH
+25,456.4%
-23,797.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -2.0% | +6.9% | -8.9% | -3.5% |
| 30D | +9.3% | +1.7% | +7.6% | +8.5% |
| 3M | -0.1% | -8.1% | +8.1% | +1.5% |
| 6M | +15.5% | +11.5% | +4.0% | +11.9% |
| YTD | +21.8% | +11.4% | +10.5% | +17.8% |
| 1Y | +34.9% | +14.1% | +20.8% | +29.7% |
| 3Y | +43.2% | +138.2% | -95.1% | +13.9% |
| 5Y | +30.7% | +216.0% | -185.3% | -4.8% |
| 10Y | +59.3% | +710.0% | -650.7% | -12.4% |
| All | +1,659.0% | +25,456.4% | -23,797.4% | +316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling