+28.6%
BMY vs PTC
+55.9%
-27.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +4.1% | +0.8% | +3.3% | +4.1% |
| 3M | -2.1% | +32.1% | -34.2% | -3.6% |
| 6M | +12.2% | +42.6% | -30.4% | +9.6% |
| YTD | +20.3% | +12.0% | +8.4% | +19.8% |
| 1Y | +39.2% | +12.2% | +27.0% | +38.5% |
| 3Y | +35.6% | +31.2% | +4.4% | +31.3% |
| All | +28.6% | +55.9% | -27.3% | +19.2% |
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 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