+1,684.5%
PLTR vs BMY
+35.5%
+1,649.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.5% |
| 7D | 0.0% | -4.8% | +4.8% | -0.2% |
| 30D | -3.3% | -0.7% | -2.6% | -3.3% |
| 3M | +28.4% | +15.3% | +13.0% | +29.8% |
| 6M | +8.4% | +8.5% | -0.2% | +9.3% |
| YTD | -4.6% | +23.4% | -28.1% | -3.0% |
| 1Y | +4.4% | +42.9% | -38.5% | +7.3% |
| 3Y | +1,020.5% | +22.0% | +998.5% | +1,027.7% |
| 5Y | +548.8% | +24.3% | +524.5% | +574.0% |
| All | +1,684.5% | +35.5% | +1,649.0% | +1,840.1% |
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