+60.7%
BMY vs DGX
+255.3%
-194.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -4.8% | -0.9% | -3.9% | -4.5% |
| 30D | -0.1% | -1.2% | +1.1% | +0.2% |
| 3M | +13.1% | +15.8% | -2.7% | +8.4% |
| 6M | +8.4% | +18.2% | -9.8% | +3.3% |
| YTD | +22.0% | +37.2% | -15.2% | +11.3% |
| 1Y | +40.3% | +30.4% | +9.9% | +29.6% |
| 3Y | +20.5% | +96.7% | -76.2% | -0.9% |
| 5Y | +23.7% | +67.2% | -43.4% | +5.1% |
| All | +60.7% | +255.3% | -194.6% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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