+45.1%
BMY vs PRU
+19.3%
+25.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.6% |
| 7D | -3.3% | +1.9% | -5.2% | -3.8% |
| 30D | 0.0% | -0.4% | +0.4% | +0.1% |
| 3M | +17.7% | +16.4% | +1.3% | +13.8% |
| 6M | +9.6% | +26.0% | -16.4% | +4.1% |
| YTD | +24.0% | +9.9% | +14.1% | +21.3% |
| 1Y | +45.1% | +18.8% | +26.3% | +36.6% |
| All | +45.1% | +19.3% | +25.8% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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