+256.1%
BMY vs PRU
+806.6%
-550.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +0.4% | +1.9% | -1.5% | 0.0% |
| 30D | +5.0% | +2.7% | +2.3% | +4.4% |
| 3M | +19.4% | +19.5% | -0.1% | +15.2% |
| 6M | +9.5% | +26.6% | -17.1% | +4.4% |
| YTD | +28.1% | +12.3% | +15.7% | +24.8% |
| 1Y | +50.0% | +18.0% | +31.9% | +44.6% |
| 3Y | +24.1% | +47.0% | -22.9% | +13.6% |
| 5Y | +25.0% | +48.4% | -23.4% | +12.7% |
| 10Y | +68.7% | +142.4% | -73.8% | +31.5% |
| All | +256.1% | +806.6% | -550.4% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling