+60.1%
BMY vs PR
+86.0%
-25.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.8% |
| 7D | +2.1% | +6.0% | -3.9% | +2.0% |
| 30D | +7.0% | -4.2% | +11.2% | +7.1% |
| 3M | -0.9% | +10.0% | -10.8% | -1.1% |
| 6M | +14.9% | +15.6% | -0.7% | +14.5% |
| YTD | +22.8% | +68.2% | -45.4% | +21.2% |
| 1Y | +36.2% | +79.2% | -43.0% | +34.2% |
| 3Y | +45.7% | +94.9% | -49.2% | +42.8% |
| 5Y | +31.3% | +272.8% | -241.5% | +26.3% |
| All | +60.1% | +86.0% | -25.9% | +75.2% |
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