+28.2%
BMY vs DOCN
+108.0%
-79.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +5.9% | +1.8% |
| 7D | +2.1% | +19.1% | -17.0% | +2.0% |
| 30D | +7.0% | -21.0% | +28.0% | +7.1% |
| 3M | -0.9% | -34.7% | +33.9% | -0.6% |
| 6M | +14.9% | -45.8% | +60.7% | +15.4% |
| YTD | +22.8% | +79.4% | -56.6% | +19.9% |
| 1Y | +36.2% | +91.0% | -54.8% | +32.8% |
| 3Y | +45.7% | +237.5% | -191.8% | +39.8% |
| 5Y | +31.3% | -30.4% | +61.7% | +25.6% |
| All | +28.2% | +108.0% | -79.8% | +22.5% |
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