+639.5%
BMY vs DKS
+6,292.4%
-5,653.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | +0.4% | +3.0% | -2.6% | 0.0% |
| 30D | +5.0% | -30.5% | +35.5% | +8.9% |
| 3M | +19.4% | -35.7% | +55.1% | +24.8% |
| 6M | +9.5% | -29.7% | +39.2% | +13.0% |
| YTD | +28.1% | -28.9% | +56.9% | +31.8% |
| 1Y | +50.0% | -35.9% | +85.9% | +56.1% |
| 3Y | +24.1% | +28.2% | -4.1% | +15.7% |
| 5Y | +25.0% | +11.8% | +13.2% | +15.0% |
| 10Y | +68.7% | +211.6% | -142.9% | +24.1% |
| All | +639.5% | +6,292.4% | -5,653.0% | +206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling