+551.9%
BMY vs PM
+752.6%
-200.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.2% |
| 7D | +0.4% | -4.9% | +5.2% | +2.1% |
| 30D | +5.0% | -3.4% | +8.4% | +6.2% |
| 3M | +19.4% | +5.2% | +14.2% | +16.9% |
| 6M | +9.5% | +3.7% | +5.8% | +7.2% |
| YTD | +28.1% | +15.8% | +12.3% | +20.3% |
| 1Y | +50.0% | +17.4% | +32.6% | +39.6% |
| 3Y | +24.1% | +116.9% | -92.9% | -11.1% |
| 5Y | +25.0% | +117.3% | -92.3% | -11.8% |
| 10Y | +68.7% | +193.8% | -125.1% | -0.6% |
| All | +551.9% | +752.6% | -200.7% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling