+3.7%
PEP vs BMY
+45.9%
-42.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.3% | +2.8% |
| 7D | +7.4% | +6.0% | +1.4% | +6.0% |
| 30D | +13.3% | +9.1% | +4.2% | +11.1% |
| 3M | +3.5% | -2.6% | +6.1% | +3.9% |
| 6M | -5.9% | +13.1% | -19.0% | -8.9% |
| YTD | +2.3% | +23.0% | -20.8% | -1.1% |
| 1Y | +3.7% | +45.6% | -41.9% | -0.3% |
| All | +3.7% | +45.9% | -42.2% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 1y: compounded portfolio wealth divided by compounded BMY 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…
1y analysis · Full analysis span regression · 6 months rolling