+40.3%
BMY vs DKS
-39.2%
+79.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.8% |
| 3M | +13.1% | -39.4% | +52.5% | +19.3% |
| 6M | +8.4% | -30.1% | +38.5% | +11.6% |
| YTD | +22.0% | -31.0% | +52.9% | +24.8% |
| 1Y | +40.3% | -40.2% | +80.5% | +49.4% |
| All | +40.3% | -39.2% | +79.5% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling