+216.6%
BMY vs PSX
+1,187.1%
-970.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | +2.1% | +7.8% | -5.7% | +0.8% |
| 30D | +7.0% | -10.9% | +17.9% | +8.9% |
| 3M | -0.9% | +14.5% | -15.4% | -3.5% |
| 6M | +14.9% | +56.1% | -41.2% | +5.9% |
| YTD | +22.8% | +109.6% | -86.8% | +6.9% |
| 1Y | +36.2% | +95.5% | -59.3% | +20.0% |
| 3Y | +45.7% | +156.2% | -110.5% | +20.3% |
| 5Y | +31.3% | +310.0% | -278.7% | -3.3% |
| 10Y | +60.6% | +368.0% | -307.5% | +7.5% |
| All | +216.6% | +1,187.1% | -970.5% | +87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling