+25.6%
BMY vs DOCN
+74.7%
-49.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.6% |
| 7D | -0.5% | -19.2% | +18.6% | -0.4% |
| 30D | +4.1% | -43.1% | +47.1% | +4.5% |
| 3M | -2.1% | -40.7% | +38.6% | -1.9% |
| 6M | +12.2% | -55.0% | +67.2% | +12.8% |
| YTD | +20.3% | +50.6% | -30.3% | +17.6% |
| 1Y | +39.2% | +54.0% | -14.8% | +35.9% |
| 3Y | +35.6% | +203.9% | -168.3% | +30.2% |
| 5Y | +28.6% | -29.4% | +57.9% | +23.2% |
| All | +25.6% | +74.7% | -49.1% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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