+68.5%
BMY vs DOC
+15.7%
+52.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -0.5% | +6.5% | -7.0% | -2.0% |
| 30D | +4.1% | +9.2% | -5.1% | +1.9% |
| 3M | -2.1% | -2.5% | +0.4% | -1.6% |
| 6M | +12.2% | +7.1% | +5.1% | +10.2% |
| YTD | +20.3% | +33.0% | -12.7% | +11.4% |
| 1Y | +39.2% | +23.3% | +15.9% | +31.2% |
| 3Y | +35.6% | +44.9% | -9.3% | +22.6% |
| 5Y | +28.6% | -21.6% | +50.2% | +32.2% |
| All | +68.5% | +15.7% | +52.8% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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