+23.9%
BMY vs PYPL
-81.3%
+105.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.2% |
| 7D | -6.4% | -5.9% | -0.4% | -5.9% |
| 30D | +0.2% | -9.4% | +9.6% | +1.0% |
| 3M | +16.0% | +31.3% | -15.4% | +13.1% |
| 6M | +8.3% | +19.1% | -10.8% | +6.3% |
| YTD | +22.2% | -7.9% | +30.1% | +22.2% |
| 1Y | +41.7% | -17.9% | +59.6% | +42.8% |
| 3Y | +20.7% | -11.6% | +32.3% | +20.6% |
| 5Y | +23.9% | -81.0% | +105.0% | +33.1% |
| All | +23.9% | -81.3% | +105.3% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling