+64.6%
BMY vs PM
+202.2%
-137.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.6% |
| 7D | -4.8% | -1.2% | -3.6% | -4.5% |
| 30D | -0.7% | -0.2% | -0.5% | -0.7% |
| 3M | +15.3% | +4.9% | +10.4% | +13.6% |
| 6M | +8.5% | +9.0% | -0.5% | +5.5% |
| YTD | +23.4% | +17.8% | +5.7% | +17.4% |
| 1Y | +42.9% | +16.8% | +26.1% | +35.9% |
| 3Y | +22.0% | +125.4% | -103.5% | -6.9% |
| 5Y | +24.3% | +128.7% | -104.4% | -6.5% |
| 10Y | +64.6% | +211.8% | -147.2% | +9.8% |
| All | +64.6% | +202.2% | -137.6% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling