+512.5%
BMY vs PM
+809.8%
-297.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.8% |
| 7D | -1.4% | -7.3% | +5.9% | +1.2% |
| 30D | +5.1% | -4.0% | +9.1% | +6.6% |
| 3M | -3.0% | +2.7% | -5.7% | -4.2% |
| 6M | +13.1% | +14.9% | -1.8% | +7.0% |
| YTD | +20.3% | +23.5% | -3.2% | +10.3% |
| 1Y | +39.0% | +30.4% | +8.7% | +24.8% |
| 3Y | +42.0% | +143.2% | -101.2% | -2.5% |
| 5Y | +28.5% | +159.5% | -130.9% | -15.3% |
| 10Y | +57.5% | +234.7% | -177.1% | -12.0% |
| All | +512.5% | +809.8% | -297.3% | +95.1% |
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