+1,637.4%
BMY vs PPL
+2,158.2%
-520.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -0.5% | +0.4% | -1.0% | -0.7% |
| 30D | +4.1% | +5.4% | -1.4% | +2.5% |
| 3M | -2.1% | +4.3% | -6.4% | -3.4% |
| 6M | +12.2% | -1.3% | +13.5% | +12.5% |
| YTD | +20.3% | +4.7% | +15.6% | +18.4% |
| 1Y | +39.2% | +1.3% | +37.9% | +38.2% |
| 3Y | +35.6% | +57.2% | -21.6% | +17.9% |
| 5Y | +28.6% | +48.2% | -19.7% | +12.7% |
| 10Y | +73.9% | +62.7% | +11.1% | +43.2% |
| All | +1,637.4% | +2,158.2% | -520.8% | +489.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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