+1,749.1%
BMY vs D
+2,347.4%
-598.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.4% |
| 7D | +0.4% | +0.4% | -0.1% | +0.2% |
| 30D | +5.0% | -3.6% | +8.6% | +6.3% |
| 3M | +19.4% | -1.0% | +20.4% | +19.8% |
| 6M | +9.5% | +6.3% | +3.3% | +6.9% |
| YTD | +28.1% | +14.7% | +13.4% | +21.4% |
| 1Y | +50.0% | +16.9% | +33.0% | +41.0% |
| 3Y | +24.1% | +56.8% | -32.7% | +3.7% |
| 5Y | +25.0% | +5.2% | +19.8% | +18.9% |
| 10Y | +68.7% | +35.9% | +32.8% | +39.7% |
| All | +1,749.1% | +2,347.4% | -598.3% | +343.2% |
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