+420.1%
BMY vs DG
+606.1%
-185.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.1% |
| 7D | +0.4% | +8.4% | -8.0% | -0.9% |
| 30D | +5.0% | +4.9% | +0.1% | +4.2% |
| 3M | +19.4% | +29.3% | -9.9% | +14.7% |
| 6M | +9.5% | -11.3% | +20.8% | +11.1% |
| YTD | +28.1% | +1.8% | +26.3% | +27.1% |
| 1Y | +50.0% | +25.3% | +24.6% | +43.8% |
| 3Y | +24.1% | +9.1% | +15.0% | +18.1% |
| 5Y | +25.0% | -34.9% | +59.9% | +28.2% |
| 10Y | +68.7% | +108.2% | -39.5% | +38.4% |
| All | +420.1% | +606.1% | -185.9% | +249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling