+60.7%
BMY vs DD
+66.6%
-5.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.8% | -3.5% | -1.3% | -4.1% |
| 30D | -0.1% | -11.7% | +11.6% | +2.4% |
| 3M | +13.1% | -9.2% | +22.3% | +15.1% |
| 6M | +8.4% | -7.2% | +15.6% | +9.4% |
| YTD | +22.0% | +6.6% | +15.4% | +19.2% |
| 1Y | +40.3% | +32.0% | +8.3% | +30.5% |
| 3Y | +20.5% | +42.1% | -21.6% | +8.6% |
| 5Y | +23.7% | +58.1% | -34.3% | +6.7% |
| All | +60.7% | +66.6% | -5.9% | +30.9% |
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