+22.3%
BMY vs PTC
+1.8%
+20.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -2.7% |
| 7D | -3.3% | -12.8% | +9.5% | -2.2% |
| 30D | 0.0% | -9.8% | +9.7% | +0.8% |
| 3M | +17.7% | -2.1% | +19.8% | +17.7% |
| 6M | +9.6% | -18.1% | +27.7% | +11.2% |
| YTD | +24.0% | -23.5% | +47.5% | +26.4% |
| 1Y | +45.1% | -37.4% | +82.5% | +50.4% |
| 3Y | +22.5% | -7.2% | +29.7% | +20.9% |
| 5Y | +22.3% | +2.7% | +19.6% | +18.7% |
| All | +22.3% | +1.8% | +20.5% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling