+398.9%
BMY vs DG
+614.5%
-215.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +7.0% | +3.2% | +3.8% | +6.5% |
| 3M | -0.9% | +10.4% | -11.3% | -2.4% |
| 6M | +14.9% | +33.2% | -18.2% | +9.8% |
| YTD | +22.8% | +3.0% | +19.9% | +21.6% |
| 1Y | +36.2% | +31.2% | +5.0% | +29.8% |
| 3Y | +45.7% | +21.8% | +23.9% | +36.1% |
| 5Y | +31.3% | -35.0% | +66.2% | +34.7% |
| 10Y | +60.6% | +106.0% | -45.4% | +32.0% |
| All | +398.9% | +614.5% | -215.7% | +234.4% |
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