+62.0%
BMY vs D
+35.9%
+26.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | -3.3% | +0.8% | -4.1% | -3.6% |
| 30D | 0.0% | -0.7% | +0.7% | +0.2% |
| 3M | +17.7% | +2.1% | +15.6% | +16.9% |
| 6M | +9.6% | +6.8% | +2.8% | +7.3% |
| YTD | +24.0% | +16.5% | +7.4% | +18.0% |
| 1Y | +45.1% | +19.2% | +26.0% | +37.0% |
| 3Y | +22.5% | +61.9% | -39.4% | +4.7% |
| 5Y | +22.3% | +6.5% | +15.8% | +17.0% |
| 10Y | +62.0% | +35.3% | +26.7% | +50.8% |
| All | +62.0% | +35.9% | +26.1% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded D 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling