+1,317.6%
BMY vs DHI
+12,289.5%
-10,971.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | -6.4% | -6.1% | -0.3% | -5.7% |
| 30D | +0.2% | -10.1% | +10.3% | +1.5% |
| 3M | +16.0% | -7.3% | +23.3% | +16.8% |
| 6M | +8.3% | -6.1% | +14.4% | +8.8% |
| YTD | +22.2% | -5.0% | +27.2% | +22.4% |
| 1Y | +41.7% | -22.1% | +63.8% | +45.2% |
| 3Y | +20.7% | +19.2% | +1.5% | +16.2% |
| 5Y | +23.9% | +59.4% | -35.5% | +13.5% |
| 10Y | +62.9% | +401.8% | -338.9% | +26.1% |
| All | +1,317.6% | +12,289.5% | -10,971.8% | +675.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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