+60.7%
BMY vs DE
+863.9%
-803.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | -4.8% | -2.6% | -2.2% | -4.2% |
| 30D | -0.1% | +9.0% | -9.1% | -2.0% |
| 3M | +13.1% | +19.1% | -6.0% | +8.6% |
| 6M | +8.4% | +14.4% | -6.0% | +4.8% |
| YTD | +22.0% | +45.9% | -24.0% | +11.6% |
| 1Y | +40.3% | +43.6% | -3.3% | +28.6% |
| 3Y | +20.5% | +75.9% | -55.4% | +4.4% |
| 5Y | +23.7% | +98.8% | -75.0% | +1.5% |
| All | +60.7% | +863.9% | -803.2% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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