+36.3%
BMY vs DOC
+43.2%
-6.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | +2.8% | +6.2% | -3.4% | +1.0% |
| 30D | +5.9% | +6.5% | -0.5% | +3.9% |
| 3M | -0.8% | -6.2% | +5.5% | +0.9% |
| 6M | +12.1% | +25.6% | -13.5% | +4.1% |
| YTD | +21.0% | +32.1% | -11.1% | +9.7% |
| 1Y | +40.4% | +20.3% | +20.2% | +31.7% |
| All | +36.3% | +43.2% | -6.8% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling