+22.3%
BMY vs DRI
+70.3%
-48.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.9% |
| 7D | -3.3% | -1.2% | -2.1% | -3.2% |
| 30D | 0.0% | -0.4% | +0.3% | 0.0% |
| 3M | +17.7% | +9.5% | +8.2% | +16.0% |
| 6M | +9.6% | +6.5% | +3.2% | +8.4% |
| YTD | +24.0% | +18.4% | +5.6% | +20.6% |
| 1Y | +45.1% | +4.2% | +40.9% | +43.5% |
| 3Y | +22.5% | +57.1% | -34.6% | +15.0% |
| 5Y | +22.3% | +70.4% | -48.1% | +12.1% |
| All | +22.3% | +70.3% | -48.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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