-4.1%
PEP vs BMY
+42.9%
-47.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +1.0% |
| 7D | +4.6% | +1.8% | +2.9% | +4.2% |
| 30D | +14.0% | +6.2% | +7.8% | +12.4% |
| 3M | +5.4% | -2.1% | +7.5% | +5.8% |
| 6M | -5.1% | +14.3% | -19.4% | -8.3% |
| YTD | +3.1% | +21.6% | -18.5% | -1.8% |
| 1Y | +4.8% | +38.8% | -34.0% | -3.2% |
| 3Y | -4.1% | +42.9% | -47.1% | -11.4% |
| All | -4.1% | +42.9% | -47.1% | -11.4% |
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 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