+57.5%
BMY vs PR
+66.7%
-9.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -1.4% | -12.4% | +11.0% | -1.1% |
| 30D | +5.1% | -6.6% | +11.7% | +5.2% |
| 3M | -3.0% | +7.5% | -10.5% | -3.2% |
| 6M | +13.1% | +10.8% | +2.3% | +12.7% |
| YTD | +20.3% | +57.0% | -36.7% | +18.9% |
| 1Y | +39.0% | +67.9% | -28.9% | +37.2% |
| 3Y | +42.0% | +87.6% | -45.6% | +39.3% |
| 5Y | +28.5% | +220.4% | -191.8% | +24.1% |
| 10Y | +57.5% | +64.8% | -7.3% | +72.0% |
| All | +57.5% | +66.7% | -9.2% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling