+8.3%
BMY vs PNR
-38.2%
+46.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.9% |
| 7D | -6.4% | -5.5% | -0.9% | -5.9% |
| 30D | +0.2% | -15.6% | +15.8% | +1.4% |
| 3M | +16.0% | -20.2% | +36.2% | +16.4% |
| 6M | +8.3% | -36.6% | +44.9% | +10.9% |
| All | +8.3% | -38.2% | +46.5% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling