+1,690.2%
BMY vs DE
+14,571.6%
-12,881.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.3% | -2.8% |
| 7D | -3.3% | +0.7% | -4.0% | -3.5% |
| 30D | 0.0% | +9.6% | -9.7% | -2.1% |
| 3M | +17.7% | +19.0% | -1.2% | +13.1% |
| 6M | +9.6% | +16.1% | -6.4% | +5.6% |
| YTD | +24.0% | +47.0% | -23.0% | +13.4% |
| 1Y | +45.1% | +43.1% | +2.0% | +33.2% |
| 3Y | +22.5% | +77.5% | -55.0% | +6.3% |
| 5Y | +22.3% | +96.4% | -74.1% | +1.6% |
| 10Y | +62.0% | +852.9% | -790.9% | -7.3% |
| All | +1,690.2% | +14,571.6% | -12,881.4% | +401.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling