+25.4%
BMY vs PL
+84.9%
-59.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | +0.4% | -9.3% | +9.7% | +0.6% |
| 30D | +5.0% | -18.9% | +23.9% | +5.4% |
| 3M | +19.4% | -58.4% | +77.8% | +21.3% |
| 6M | +9.5% | -30.3% | +39.8% | +9.7% |
| YTD | +28.1% | -8.1% | +36.2% | +27.2% |
| 1Y | +50.0% | +180.5% | -130.5% | +44.3% |
| 3Y | +24.1% | +444.1% | -420.1% | +13.7% |
| 5Y | +25.0% | +83.0% | -58.0% | +16.1% |
| All | +25.4% | +84.9% | -59.5% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling