+64.6%
BMY vs PYPL
+36.1%
+28.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | -4.8% | -4.3% | -0.5% | -4.3% |
| 30D | -0.7% | -11.5% | +10.8% | +0.7% |
| 3M | +15.3% | +26.1% | -10.8% | +11.6% |
| 6M | +8.5% | +13.7% | -5.1% | +6.2% |
| YTD | +23.4% | -9.8% | +33.3% | +23.9% |
| 1Y | +42.9% | -22.1% | +65.0% | +45.8% |
| 3Y | +22.0% | -13.5% | +35.5% | +21.1% |
| 5Y | +24.3% | -81.6% | +105.9% | +53.0% |
| 10Y | +64.6% | +38.8% | +25.8% | +40.0% |
| All | +64.6% | +36.1% | +28.5% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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