+48.5%
PFE vs BMY
+57.0%
-8.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -2.1% | -1.3% | -0.8% | -1.5% |
| 30D | +3.1% | +10.0% | -6.9% | -1.3% |
| 3M | +11.2% | -1.2% | +12.3% | +11.6% |
| 6M | +15.0% | +12.8% | +2.2% | +8.4% |
| YTD | +23.5% | +20.7% | +2.9% | +12.5% |
| 1Y | +18.9% | +32.6% | -13.7% | +3.7% |
| 3Y | +18.7% | +41.8% | -23.1% | -1.4% |
| 5Y | -24.0% | +29.0% | -53.0% | -33.9% |
| All | +48.5% | +57.0% | -8.5% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling