+3,372.6%
PFE vs BMY
+1,668.5%
+1,704.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | -1.4% | -3.3% | -4.0% |
| 30D | +3.4% | +5.1% | -1.7% | +0.8% |
| 3M | +9.2% | -3.0% | +12.2% | +10.7% |
| 6M | +15.8% | +13.1% | +2.8% | +8.4% |
| YTD | +23.4% | +20.3% | +3.1% | +11.6% |
| 1Y | +25.8% | +39.0% | -13.2% | +5.9% |
| 3Y | +17.8% | +42.0% | -24.1% | -4.2% |
| 5Y | -20.2% | +28.5% | -48.7% | -32.2% |
| 10Y | +49.6% | +57.5% | -7.9% | +9.5% |
| All | +3,372.6% | +1,668.5% | +1,704.2% | +288.6% |
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