+16.7%
BMY vs DOCS
-21.0%
+37.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.6% |
| 7D | -0.5% | -0.8% | +0.2% | -0.5% |
| 30D | +4.1% | +17.4% | -13.3% | +4.0% |
| 3M | -3.1% | +57.4% | -60.5% | -3.3% |
| 6M | +11.0% | +26.5% | -15.5% | +10.9% |
| YTD | +19.1% | -26.6% | +45.7% | +19.3% |
| 1Y | +37.8% | -48.1% | +85.8% | +38.4% |
| 3Y | +34.2% | +52.6% | -18.4% | +33.5% |
| 5Y | +27.2% | -52.1% | +79.3% | +26.4% |
| All | +16.7% | -21.0% | +37.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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