+32.9%
PFE vs BMY
+62.5%
-29.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -0.9% |
| 7D | -2.7% | -3.3% | +0.7% | -1.2% |
| 30D | +3.8% | 0.0% | +3.9% | +3.9% |
| 3M | +10.4% | +17.7% | -7.4% | +2.4% |
| 6M | +6.3% | +9.6% | -3.4% | +1.5% |
| YTD | +17.4% | +24.0% | -6.6% | +5.9% |
| 1Y | +21.1% | +45.1% | -24.0% | +1.7% |
| 3Y | -1.6% | +22.5% | -24.1% | -12.6% |
| 5Y | -22.2% | +22.3% | -44.4% | -30.7% |
| 10Y | +32.9% | +62.0% | -29.1% | +4.7% |
| All | +32.9% | +62.5% | -29.6% | +4.7% |
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