+230.1%
BMY vs PSX
+1,139.4%
-909.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +0.4% | +4.5% | -4.2% | -0.4% |
| 30D | +5.0% | +26.6% | -21.6% | +0.8% |
| 3M | +19.4% | +39.3% | -19.9% | +12.6% |
| 6M | +9.5% | +56.8% | -47.3% | +0.8% |
| YTD | +28.1% | +101.8% | -73.8% | +12.6% |
| 1Y | +50.0% | +99.6% | -49.6% | +31.8% |
| 3Y | +24.1% | +140.3% | -116.3% | +3.8% |
| 5Y | +25.0% | +339.3% | -314.3% | -9.3% |
| 10Y | +68.7% | +369.9% | -301.2% | +12.8% |
| All | +230.1% | +1,139.4% | -909.3% | +97.7% |
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