+60.1%
BMY vs PSX
+368.0%
-308.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | +2.1% | +7.8% | -5.7% | +0.9% |
| 30D | +7.0% | -10.9% | +17.9% | +8.7% |
| 3M | -0.9% | +14.5% | -15.4% | -3.2% |
| 6M | +14.9% | +56.1% | -41.2% | +6.8% |
| YTD | +22.8% | +109.6% | -86.8% | +8.4% |
| 1Y | +36.2% | +95.5% | -59.3% | +21.5% |
| 3Y | +45.7% | +156.2% | -110.5% | +22.5% |
| 5Y | +31.3% | +310.0% | -278.7% | -0.5% |
| All | +60.1% | +368.0% | -308.0% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling