+40.4%
BMY vs PR
+169.5%
-129.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | +0.4% | +2.9% | -2.5% | +0.3% |
| 30D | +5.0% | +18.0% | -13.0% | +4.6% |
| 3M | +19.4% | +16.9% | +2.5% | +18.9% |
| 6M | +9.5% | +28.2% | -18.7% | +8.8% |
| YTD | +28.1% | +69.3% | -41.3% | +26.4% |
| 1Y | +50.0% | +69.5% | -19.5% | +48.0% |
| 3Y | +24.1% | +81.7% | -57.6% | +21.8% |
| 5Y | +25.0% | +422.2% | -397.3% | +19.4% |
| 10Y | +68.7% | +110.4% | -41.7% | +81.7% |
| All | +40.4% | +169.5% | -129.1% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling