+66.9%
BMY vs DOC
-2.1%
+68.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.4% |
| 7D | +0.4% | -1.5% | +1.8% | +0.7% |
| 30D | +5.0% | -4.8% | +9.8% | +6.2% |
| 3M | +19.4% | +6.9% | +12.5% | +17.5% |
| 6M | +9.5% | +20.7% | -11.2% | +4.1% |
| YTD | +28.1% | +34.1% | -6.1% | +18.5% |
| 1Y | +50.0% | +22.6% | +27.3% | +41.6% |
| 3Y | +24.1% | +20.8% | +3.2% | +16.8% |
| 5Y | +25.0% | -24.9% | +49.9% | +29.6% |
| All | +66.9% | -2.1% | +68.9% | +54.7% |
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