+1,682.5%
BMY vs PNR
+3,485.2%
-1,802.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.1% |
| 7D | -4.8% | -3.9% | -0.9% | -4.0% |
| 30D | -0.7% | -13.8% | +13.1% | +2.3% |
| 3M | +15.3% | -22.5% | +37.9% | +20.7% |
| 6M | +8.5% | -37.2% | +45.7% | +18.2% |
| YTD | +23.4% | -44.2% | +67.7% | +37.3% |
| 1Y | +42.9% | -46.6% | +89.6% | +60.3% |
| 3Y | +22.0% | -12.5% | +34.5% | +22.3% |
| 5Y | +24.3% | -19.3% | +43.7% | +24.4% |
| 10Y | +64.6% | +67.5% | -2.9% | +37.3% |
| All | +1,682.5% | +3,485.2% | -1,802.7% | +792.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling