+60.1%
BMY vs DD
+97.1%
-37.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +2.1% | +5.0% | -2.9% | +1.0% |
| 30D | +7.0% | +19.7% | -12.7% | +3.0% |
| 3M | -0.9% | +7.2% | -8.1% | -2.5% |
| 6M | +14.9% | +1.0% | +13.9% | +14.1% |
| YTD | +22.8% | +29.1% | -6.3% | +15.2% |
| 1Y | +36.2% | +28.5% | +7.8% | +27.8% |
| 3Y | +45.7% | +89.4% | -43.8% | +23.6% |
| 5Y | +31.3% | +67.1% | -35.9% | +12.6% |
| All | +60.1% | +97.1% | -37.1% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling