+24.3%
BMY vs PNR
-21.7%
+46.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.8% | -6.0% | +1.3% | -4.0% |
| 30D | -0.1% | -14.0% | +13.9% | +1.7% |
| 3M | +13.1% | -21.7% | +34.8% | +16.0% |
| 6M | +8.4% | -37.3% | +45.7% | +14.3% |
| YTD | +22.0% | -45.1% | +67.1% | +30.6% |
| 1Y | +40.3% | -49.1% | +89.4% | +51.7% |
| 3Y | +20.5% | -14.8% | +35.4% | +22.5% |
| All | +24.3% | -21.7% | +46.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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