+1,637.4%
BMY vs D
+2,450.0%
-812.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | -0.5% | +3.0% | -3.5% | -1.6% |
| 30D | +4.1% | +11.5% | -7.4% | +0.2% |
| 3M | -2.1% | +3.7% | -5.9% | -3.4% |
| 6M | +12.2% | +13.5% | -1.3% | +7.0% |
| YTD | +20.3% | +20.7% | -0.4% | +12.0% |
| 1Y | +39.2% | +18.2% | +21.0% | +30.4% |
| 3Y | +35.6% | +73.3% | -37.7% | +9.7% |
| 5Y | +28.6% | +12.3% | +16.3% | +19.6% |
| 10Y | +73.9% | +43.4% | +30.5% | +41.4% |
| All | +1,637.4% | +2,450.0% | -812.6% | +310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling