+13.1%
BMY vs DECK
-10.6%
+23.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.0% | -2.0% | +3.1% |
| 7D | +6.0% | +10.4% | -4.4% | +4.6% |
| 30D | +9.1% | +11.1% | -1.9% | +7.6% |
| 3M | -2.6% | -10.8% | +8.2% | -1.5% |
| 6M | +13.1% | -8.7% | +21.9% | +14.3% |
| All | +13.1% | -10.6% | +23.7% | +14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling