+613.8%
BMY vs DGX
+8,794.8%
-8,180.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.8% | -2.2% | -2.6% | -4.3% |
| 30D | -0.7% | -0.9% | +0.3% | -0.4% |
| 3M | +15.3% | +15.6% | -0.3% | +11.4% |
| 6M | +8.5% | +17.8% | -9.3% | +4.4% |
| YTD | +23.4% | +37.5% | -14.0% | +14.5% |
| 1Y | +42.9% | +31.2% | +11.8% | +33.7% |
| 3Y | +22.0% | +96.6% | -74.6% | +3.7% |
| 5Y | +24.3% | +64.9% | -40.6% | +9.0% |
| 10Y | +64.6% | +254.6% | -190.0% | +18.7% |
| All | +613.8% | +8,794.8% | -8,180.9% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling