+45.7%
BMY vs PR
+95.8%
-50.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.8% |
| 7D | +2.1% | +6.0% | -3.9% | +1.9% |
| 30D | +7.0% | -4.2% | +11.2% | +7.0% |
| 3M | -0.9% | +10.0% | -10.8% | -1.4% |
| 6M | +14.9% | +15.6% | -0.7% | +13.9% |
| YTD | +22.8% | +68.2% | -45.4% | +18.9% |
| 1Y | +36.2% | +79.2% | -43.0% | +31.4% |
| 3Y | +45.7% | +94.9% | -49.2% | +34.1% |
| All | +45.7% | +95.8% | -50.1% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling