+29.3%
BMY vs DOCS
-54.0%
+83.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.6% |
| 7D | +2.8% | -1.3% | +4.2% | +2.8% |
| 30D | +5.9% | +19.4% | -13.5% | +5.8% |
| 3M | -0.8% | +53.4% | -54.2% | -1.1% |
| 6M | +12.1% | +28.8% | -16.7% | +11.9% |
| YTD | +21.0% | -25.1% | +46.1% | +21.3% |
| 1Y | +40.4% | -48.1% | +88.6% | +41.4% |
| 3Y | +36.3% | +51.4% | -15.1% | +35.0% |
| 5Y | +29.3% | -51.1% | +80.4% | +26.7% |
| All | +29.3% | -54.0% | +83.3% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling