+45.7%
BMY vs D
+73.4%
-27.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.1% | -1.4% | +3.4% | +2.6% |
| 30D | +7.0% | +7.7% | -0.7% | +4.3% |
| 3M | -0.9% | -0.3% | -0.6% | -0.9% |
| 6M | +14.9% | +10.1% | +4.9% | +11.0% |
| YTD | +22.8% | +19.1% | +3.8% | +15.2% |
| 1Y | +36.2% | +15.9% | +20.3% | +28.9% |
| 3Y | +45.7% | +75.0% | -29.3% | +21.3% |
| All | +45.7% | +73.4% | -27.7% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling