-2.6%
PEP vs BMY
+47.1%
-49.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.3% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -0.8% | +5.0% | -5.8% | -1.9% |
| 3M | -2.2% | +19.4% | -21.6% | -6.2% |
| 6M | -14.4% | +9.5% | -23.9% | -16.7% |
| YTD | -2.2% | +28.1% | -30.3% | -6.9% |
| 1Y | -2.6% | +50.0% | -52.6% | -9.4% |
| All | -2.6% | +47.1% | -49.7% | -9.4% |
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