+23.9%
BMY vs PSX
+357.6%
-333.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -6.4% | +1.5% | -7.9% | -6.5% |
| 30D | +0.2% | +15.8% | -15.6% | -1.1% |
| 3M | +16.0% | +43.0% | -27.1% | +12.1% |
| 6M | +8.3% | +61.1% | -52.8% | +3.3% |
| YTD | +22.2% | +104.5% | -82.3% | +13.6% |
| 1Y | +41.7% | +102.5% | -60.8% | +31.7% |
| 3Y | +20.7% | +133.5% | -112.8% | +9.5% |
| 5Y | +23.9% | +367.0% | -343.0% | +9.8% |
| All | +23.9% | +357.6% | -333.6% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling