+59.0%
BMY vs PR
+68.1%
-9.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +1.0% |
| 7D | +1.8% | -9.5% | +11.3% | +2.0% |
| 30D | +6.2% | -5.7% | +11.9% | +6.3% |
| 3M | -2.1% | +3.0% | -5.1% | -2.3% |
| 6M | +14.3% | +11.8% | +2.4% | +13.9% |
| YTD | +21.6% | +58.5% | -36.9% | +20.1% |
| 1Y | +38.8% | +69.9% | -31.1% | +36.9% |
| 3Y | +42.9% | +84.9% | -42.0% | +40.3% |
| 5Y | +30.1% | +246.4% | -216.4% | +25.3% |
| All | +59.0% | +68.1% | -9.1% | +74.2% |
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