+3,309.4%
PEP vs BMY
+1,690.4%
+1,619.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +1.1% | -2.0% | +3.1% | +1.6% |
| 30D | +13.6% | +9.3% | +4.4% | +10.8% |
| 3M | +5.1% | -0.1% | +5.2% | +4.9% |
| 6M | -1.6% | +15.5% | -17.1% | -5.9% |
| YTD | +3.3% | +21.8% | -18.5% | -2.8% |
| 1Y | +3.2% | +34.9% | -31.6% | -5.8% |
| 3Y | -3.9% | +43.2% | -47.1% | -15.2% |
| 5Y | +4.0% | +30.7% | -26.7% | -6.5% |
| 10Y | +90.1% | +59.3% | +30.9% | +57.8% |
| All | +3,309.4% | +1,690.4% | +1,619.0% | +688.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling