+19.1%
BMY vs DOCS
-21.3%
+40.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.1% |
| 7D | +1.8% | -0.6% | +2.3% | +1.8% |
| 30D | +6.2% | +6.3% | -0.1% | +6.2% |
| 3M | -2.1% | +26.5% | -28.6% | -2.2% |
| 6M | +14.3% | +24.8% | -10.5% | +14.1% |
| YTD | +21.6% | -26.8% | +48.4% | +21.9% |
| 1Y | +38.8% | -38.3% | +77.1% | +39.2% |
| 3Y | +42.9% | +36.0% | +6.9% | +42.3% |
| 5Y | +30.1% | -55.0% | +85.0% | +29.2% |
| All | +19.1% | -21.3% | +40.4% | +19.4% |
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