+28.6%
BMY vs PR
+225.0%
-196.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.6% |
| 7D | -0.5% | -16.4% | +15.9% | -0.1% |
| 30D | +4.1% | -1.9% | +6.0% | +4.0% |
| 3M | -2.1% | +8.0% | -10.1% | -2.6% |
| 6M | +12.2% | +4.1% | +8.1% | +11.8% |
| YTD | +20.3% | +58.7% | -38.4% | +17.8% |
| 1Y | +39.2% | +75.8% | -36.6% | +35.7% |
| 3Y | +35.6% | +73.2% | -37.6% | +31.4% |
| All | +28.6% | +225.0% | -196.4% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling