+292.6%
BMY vs PWR
+8,583.6%
-8,290.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | +0.4% | +3.6% | -3.2% | 0.0% |
| 30D | +5.0% | -8.6% | +13.6% | +5.9% |
| 3M | +19.4% | -13.2% | +32.6% | +20.7% |
| 6M | +9.5% | +9.9% | -0.4% | +7.7% |
| YTD | +28.1% | +48.0% | -20.0% | +21.9% |
| 1Y | +50.0% | +66.2% | -16.2% | +40.8% |
| 3Y | +24.1% | +195.1% | -171.0% | +7.6% |
| 5Y | +25.0% | +442.6% | -417.6% | +0.2% |
| 10Y | +68.7% | +2,334.2% | -2,265.6% | +12.5% |
| All | +292.6% | +8,583.6% | -8,290.9% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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