+84.1%
BMY vs DT
+101.6%
-17.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | -6.4% | -2.5% | -3.8% | -6.2% |
| 30D | +0.2% | +3.5% | -3.3% | 0.0% |
| 3M | +16.0% | +26.7% | -10.8% | +14.2% |
| 6M | +8.3% | +36.1% | -27.8% | +6.0% |
| YTD | +22.2% | +18.6% | +3.5% | +20.5% |
| 1Y | +41.7% | +7.9% | +33.8% | +40.5% |
| 3Y | +20.7% | +8.6% | +12.1% | +18.7% |
| 5Y | +23.9% | -26.7% | +50.6% | +24.7% |
| All | +84.1% | +101.6% | -17.5% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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