+68.5%
BMY vs PR
+66.0%
+2.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.6% |
| 7D | -0.5% | -16.4% | +15.9% | -0.2% |
| 30D | +4.1% | -1.9% | +6.0% | +4.1% |
| 3M | -2.1% | +8.0% | -10.1% | -2.4% |
| 6M | +12.2% | +4.1% | +8.1% | +12.0% |
| YTD | +20.3% | +58.7% | -38.4% | +18.9% |
| 1Y | +39.2% | +75.8% | -36.6% | +37.2% |
| 3Y | +35.6% | +73.2% | -37.6% | +33.3% |
| 5Y | +28.6% | +230.1% | -201.6% | +24.0% |
| All | +68.5% | +66.0% | +2.5% | +85.3% |
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