+268.9%
BMY vs PWR
+8,127.0%
-7,858.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.4% | -0.9% |
| 7D | -1.4% | -4.8% | +3.4% | -1.2% |
| 30D | +5.1% | -16.2% | +21.3% | +6.5% |
| 3M | -3.0% | -11.9% | +9.0% | -2.3% |
| 6M | +13.1% | -20.6% | +33.6% | +14.6% |
| YTD | +20.3% | +40.3% | -19.9% | +14.6% |
| 1Y | +39.0% | +33.0% | +6.0% | +33.0% |
| 3Y | +42.0% | +250.0% | -208.0% | +20.3% |
| 5Y | +28.5% | +404.2% | -375.6% | +3.3% |
| 10Y | +57.5% | +1,865.8% | -1,808.3% | +6.8% |
| All | +268.9% | +8,127.0% | -7,858.1% | +91.3% |
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