+31.9%
BMY vs DOC
-22.8%
+54.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +3.2% |
| 7D | +6.0% | +8.7% | -2.8% | +3.7% |
| 30D | +9.1% | +7.6% | +1.5% | +7.0% |
| 3M | -2.6% | -5.3% | +2.7% | -1.3% |
| 6M | +13.1% | +27.6% | -14.5% | +5.6% |
| YTD | +23.0% | +32.4% | -9.4% | +13.3% |
| 1Y | +45.6% | +22.9% | +22.7% | +36.7% |
| 3Y | +38.5% | +43.1% | -4.5% | +25.5% |
| 5Y | +31.9% | -21.4% | +53.3% | +36.2% |
| All | +31.9% | -22.8% | +54.7% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling