+25.6%
BMY vs DOCN
+88.7%
-63.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | 0.0% |
| 7D | -1.4% | -12.8% | +11.4% | -1.3% |
| 30D | +5.1% | -41.9% | +47.0% | +5.5% |
| 3M | -3.0% | -36.9% | +33.9% | -2.8% |
| 6M | +13.1% | -52.2% | +65.3% | +13.6% |
| YTD | +20.3% | +62.7% | -42.4% | +17.5% |
| 1Y | +39.0% | +58.2% | -19.2% | +35.8% |
| 3Y | +42.0% | +219.5% | -177.5% | +36.3% |
| 5Y | +28.5% | -32.9% | +61.4% | +23.1% |
| All | +25.6% | +88.7% | -63.1% | +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