+22.5%
BMY vs DD
+45.9%
-23.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | 0.0% | -7.4% | +7.4% | +1.2% |
| 3M | +17.7% | -6.4% | +24.2% | +18.8% |
| 6M | +9.6% | -2.5% | +12.1% | +9.3% |
| YTD | +24.0% | +10.2% | +13.7% | +20.1% |
| 1Y | +45.1% | +36.9% | +8.2% | +33.8% |
| All | +22.5% | +45.9% | -23.4% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling