+1,749.1%
BMY vs PH
+25,185.5%
-23,436.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.4% | -3.1% | +3.4% | +1.1% |
| 30D | +5.0% | -3.2% | +8.3% | +5.7% |
| 3M | +19.4% | +10.6% | +8.8% | +16.3% |
| 6M | +9.5% | -2.1% | +11.7% | +9.5% |
| YTD | +28.1% | +10.2% | +17.9% | +24.5% |
| 1Y | +50.0% | +28.2% | +21.8% | +40.7% |
| 3Y | +24.1% | +134.9% | -110.8% | -0.9% |
| 5Y | +25.0% | +253.6% | -228.6% | -11.3% |
| 10Y | +68.7% | +804.7% | -736.1% | -9.4% |
| All | +1,749.1% | +25,185.5% | -23,436.4% | +340.1% |
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