+1,659.0%
BMY vs D
+2,429.9%
-771.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -2.0% | -2.4% | +0.4% | -1.1% |
| 30D | +9.3% | +9.0% | +0.3% | +6.0% |
| 3M | -0.1% | +1.0% | -1.0% | -0.4% |
| 6M | +15.5% | +11.0% | +4.5% | +11.0% |
| YTD | +21.8% | +19.8% | +2.0% | +13.7% |
| 1Y | +34.9% | +16.0% | +18.9% | +27.3% |
| 3Y | +43.2% | +74.4% | -31.2% | +15.5% |
| 5Y | +30.7% | +13.5% | +17.2% | +21.1% |
| 10Y | +59.3% | +48.4% | +10.9% | +27.9% |
| All | +1,659.0% | +2,429.9% | -771.0% | +316.6% |
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