+64.6%
BMY vs PTC
+196.2%
-131.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.8% | 0.0% |
| 7D | -4.8% | -13.6% | +8.8% | -2.9% |
| 30D | -0.7% | -14.7% | +14.0% | +1.5% |
| 3M | +15.3% | -5.9% | +21.2% | +15.9% |
| 6M | +8.5% | -21.1% | +29.7% | +11.7% |
| YTD | +23.4% | -26.0% | +49.5% | +28.0% |
| 1Y | +42.9% | -36.8% | +79.7% | +51.5% |
| 3Y | +22.0% | -10.3% | +32.2% | +20.8% |
| 5Y | +24.3% | +1.2% | +23.2% | +18.8% |
| 10Y | +64.6% | +198.3% | -133.7% | +9.2% |
| All | +64.6% | +196.2% | -131.6% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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