+22.5%
BMY vs DT
+3.8%
+18.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -3.2% |
| 7D | -3.3% | -4.9% | +1.5% | -3.4% |
| 30D | 0.0% | +2.7% | -2.7% | 0.0% |
| 3M | +17.7% | +20.0% | -2.2% | +17.8% |
| 6M | +9.6% | +28.0% | -18.4% | +9.8% |
| YTD | +24.0% | +16.0% | +7.9% | +24.6% |
| 1Y | +45.1% | +0.7% | +44.4% | +46.3% |
| 3Y | +22.5% | +6.2% | +16.3% | +18.9% |
| All | +22.5% | +3.8% | +18.7% | +18.9% |
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