+36.2%
BMY vs PR
+78.8%
-42.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.9% |
| 7D | +2.1% | +6.0% | -3.9% | +2.5% |
| 30D | +7.0% | -4.2% | +11.2% | +6.7% |
| 3M | -0.9% | +10.0% | -10.8% | -0.8% |
| 6M | +14.9% | +15.6% | -0.7% | +14.7% |
| YTD | +22.8% | +68.2% | -45.4% | +20.9% |
| 1Y | +36.2% | +79.2% | -43.0% | +30.8% |
| All | +36.2% | +78.8% | -42.6% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling