+1,749.1%
BMY vs DOC
+2,974.4%
-1,225.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | +0.4% | -1.5% | +1.8% | +0.7% |
| 30D | +5.0% | -4.8% | +9.8% | +6.1% |
| 3M | +19.4% | +6.9% | +12.5% | +17.6% |
| 6M | +9.5% | +20.7% | -11.2% | +4.6% |
| YTD | +28.1% | +34.1% | -6.1% | +19.4% |
| 1Y | +50.0% | +22.6% | +27.3% | +42.4% |
| 3Y | +24.1% | +20.8% | +3.2% | +17.4% |
| 5Y | +25.0% | -24.9% | +49.9% | +29.3% |
| 10Y | +68.7% | -1.8% | +70.5% | +58.3% |
| All | +1,749.1% | +2,974.4% | -1,225.2% | +715.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling