+27.1%
BMY vs DOCN
+110.0%
-82.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.6% | -9.4% | +0.1% |
| 7D | -2.0% | +3.7% | -5.7% | -2.0% |
| 30D | +9.3% | -33.7% | +42.9% | +9.5% |
| 3M | -0.1% | -27.9% | +27.8% | 0.0% |
| 6M | +15.5% | -46.4% | +61.9% | +15.9% |
| YTD | +21.8% | +81.1% | -59.3% | +18.9% |
| 1Y | +34.9% | +74.3% | -39.4% | +31.7% |
| 3Y | +43.2% | +245.8% | -202.7% | +37.4% |
| 5Y | +30.7% | -23.7% | +54.5% | +25.1% |
| All | +27.1% | +110.0% | -82.9% | +21.5% |
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