+42.0%
BMY vs DOCN
+209.7%
-167.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | 0.0% |
| 7D | -1.4% | -12.8% | +11.4% | -1.4% |
| 30D | +5.1% | -41.9% | +47.0% | +5.4% |
| 3M | -3.0% | -36.9% | +33.9% | -2.9% |
| 6M | +13.1% | -52.2% | +65.3% | +13.7% |
| YTD | +20.3% | +62.7% | -42.4% | +14.5% |
| 1Y | +39.0% | +58.2% | -19.2% | +32.4% |
| 3Y | +42.0% | +219.5% | -177.5% | +21.1% |
| All | +42.0% | +209.7% | -167.7% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling