+28.6%
BMY vs PL
+20.8%
+7.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.4% | -11.9% | -1.8% |
| 7D | -0.5% | -6.8% | +6.3% | -0.4% |
| 30D | +4.1% | -29.3% | +33.4% | +4.8% |
| 3M | -2.1% | -44.8% | +42.6% | -1.0% |
| 6M | +12.2% | -68.4% | +80.6% | +14.5% |
| YTD | +20.3% | -36.4% | +56.7% | +20.3% |
| 1Y | +39.2% | +0.7% | +38.5% | +37.4% |
| 3Y | +35.6% | +455.3% | -419.7% | +24.4% |
| All | +28.6% | +20.8% | +7.9% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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