+23.9%
BMY vs DE
+97.0%
-73.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -6.4% | -2.4% | -4.0% | -6.1% |
| 30D | +0.2% | +9.7% | -9.5% | -1.0% |
| 3M | +16.0% | +21.4% | -5.4% | +12.7% |
| 6M | +8.3% | +15.0% | -6.7% | +6.0% |
| YTD | +22.2% | +46.4% | -24.2% | +15.5% |
| 1Y | +41.7% | +45.6% | -3.9% | +34.0% |
| 3Y | +20.7% | +76.8% | -56.1% | +10.4% |
| 5Y | +23.9% | +99.4% | -75.5% | +12.1% |
| All | +23.9% | +97.0% | -73.1% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling