+60.7%
BMY vs DG
+101.8%
-41.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -4.8% | -6.5% | +1.7% | -3.8% |
| 30D | -0.1% | +4.2% | -4.3% | -0.7% |
| 3M | +13.1% | +9.5% | +3.6% | +11.5% |
| 6M | +8.4% | -13.1% | +21.5% | +10.2% |
| YTD | +22.0% | -4.8% | +26.8% | +22.3% |
| 1Y | +40.3% | +20.6% | +19.7% | +35.5% |
| 3Y | +20.5% | +4.9% | +15.6% | +15.3% |
| 5Y | +23.7% | -37.9% | +61.6% | +28.6% |
| All | +60.7% | +101.8% | -41.0% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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