+17.9%
BMY vs DOCS
-20.2%
+38.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +5.1% | +7.8% | -2.7% | +5.1% |
| 3M | -3.0% | +20.0% | -23.0% | -3.1% |
| 6M | +13.1% | +26.5% | -13.5% | +12.9% |
| YTD | +20.3% | -25.8% | +46.1% | +20.6% |
| 1Y | +39.0% | -39.5% | +78.5% | +39.5% |
| 3Y | +42.0% | +60.3% | -18.4% | +41.3% |
| 5Y | +28.5% | -57.0% | +85.6% | +27.6% |
| All | +17.9% | -20.2% | +38.0% | +18.2% |
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