+30.9%
BMY vs DKS
+26.5%
+4.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.6% |
| 7D | +2.1% | +6.3% | -4.2% | +1.6% |
| 30D | +7.0% | +9.3% | -2.3% | +6.4% |
| 3M | -0.9% | -25.3% | +24.4% | +0.5% |
| 6M | +14.9% | -29.2% | +44.1% | +16.9% |
| YTD | +22.8% | -22.7% | +45.6% | +24.0% |
| 1Y | +36.2% | -30.1% | +66.4% | +38.4% |
| 3Y | +45.7% | +45.6% | +0.1% | +41.5% |
| All | +30.9% | +26.5% | +4.4% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling