-12.5%
PEP vs BMY
+23.8%
-36.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.3% |
| 7D | +0.1% | -3.3% | +3.4% | +0.8% |
| 30D | +0.7% | 0.0% | +0.7% | +0.6% |
| 3M | -0.5% | +17.7% | -18.3% | -4.4% |
| 6M | -11.3% | +9.6% | -20.9% | -13.4% |
| YTD | -0.6% | +24.0% | -24.6% | -5.6% |
| 1Y | +1.7% | +45.1% | -43.5% | -6.9% |
| 3Y | -12.5% | +22.5% | -35.0% | -21.3% |
| All | -12.5% | +23.8% | -36.3% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling