+60.7%
BMY vs DKS
+203.5%
-142.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -4.8% | -3.0% | -1.8% | -4.5% |
| 30D | -0.1% | -33.4% | +33.3% | +2.6% |
| 3M | +13.1% | -39.4% | +52.5% | +17.0% |
| 6M | +8.4% | -30.1% | +38.5% | +10.7% |
| YTD | +22.0% | -31.0% | +52.9% | +24.6% |
| 1Y | +40.3% | -40.2% | +80.5% | +44.8% |
| 3Y | +20.5% | +30.9% | -10.4% | +15.6% |
| 5Y | +23.7% | +14.0% | +9.7% | +17.8% |
| All | +60.7% | +203.5% | -142.7% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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