+45.7%
BMY vs DT
-11.4%
+57.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +2.1% | +3.1% | -1.1% | +2.1% |
| 30D | +7.0% | -29.5% | +36.5% | +6.4% |
| 3M | -0.9% | -11.7% | +10.9% | -1.1% |
| 6M | +14.9% | +29.0% | -14.1% | +15.2% |
| YTD | +22.8% | +3.4% | +19.5% | +23.5% |
| 1Y | +36.2% | -4.2% | +40.5% | +37.0% |
| 3Y | +45.7% | -12.8% | +58.5% | +48.4% |
| All | +45.7% | -11.4% | +57.1% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling