+1,642.5%
BMY vs DD
+1,148.4%
+494.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | -1.3% | +6.7% | -8.0% | -2.8% |
| 30D | +10.0% | +19.4% | -9.4% | +5.4% |
| 3M | -1.2% | +7.6% | -8.8% | -3.1% |
| 6M | +12.8% | +2.9% | +9.9% | +11.4% |
| YTD | +20.7% | +29.9% | -9.2% | +12.3% |
| 1Y | +32.6% | +28.6% | +4.0% | +23.7% |
| 3Y | +41.8% | +90.0% | -48.2% | +18.7% |
| 5Y | +29.0% | +68.1% | -39.2% | +8.9% |
| 10Y | +57.8% | +98.7% | -40.9% | +21.1% |
| All | +1,642.5% | +1,148.4% | +494.1% | +648.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling