+29.3%
BMY vs DECK
+25.8%
+3.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.6% |
| 7D | +2.8% | +6.0% | -3.2% | +2.5% |
| 30D | +5.9% | +7.4% | -1.5% | +5.5% |
| 3M | -0.8% | -11.7% | +10.9% | -0.2% |
| 6M | +12.1% | -11.0% | +23.1% | +12.6% |
| YTD | +21.0% | -15.4% | +36.4% | +21.7% |
| 1Y | +40.4% | +7.2% | +33.2% | +40.0% |
| 3Y | +36.3% | -11.8% | +48.1% | +36.7% |
| 5Y | +29.3% | +24.3% | +4.9% | +21.4% |
| All | +29.3% | +25.8% | +3.5% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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