+219.6%
BMY vs PSX
+1,159.1%
-939.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.5% |
| 7D | -3.3% | +2.8% | -6.2% | -3.8% |
| 30D | 0.0% | +27.8% | -27.8% | -4.2% |
| 3M | +17.7% | +42.0% | -24.3% | +10.7% |
| 6M | +9.6% | +58.1% | -48.5% | +0.8% |
| YTD | +24.0% | +105.0% | -81.0% | +8.7% |
| 1Y | +45.1% | +104.9% | -59.8% | +26.9% |
| 3Y | +22.5% | +134.1% | -111.6% | +3.0% |
| 5Y | +22.3% | +363.8% | -341.5% | -12.2% |
| 10Y | +62.0% | +370.1% | -308.1% | +8.4% |
| All | +219.6% | +1,159.1% | -939.5% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PSX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling