+60.7%
BMY vs PSX
+386.4%
-325.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -4.8% | +1.7% | -6.5% | -5.0% |
| 30D | -0.1% | +15.6% | -15.7% | -2.3% |
| 3M | +13.1% | +46.5% | -33.4% | +6.5% |
| 6M | +8.4% | +55.0% | -46.6% | +0.9% |
| YTD | +22.0% | +105.3% | -83.3% | +8.3% |
| 1Y | +40.3% | +101.6% | -61.3% | +24.7% |
| 3Y | +20.5% | +134.1% | -113.6% | +3.0% |
| 5Y | +23.7% | +368.7% | -345.0% | -8.7% |
| All | +60.7% | +386.4% | -325.7% | +15.5% |
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