+24.3%
BMY vs DT
-28.0%
+52.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -4.8% | -0.5% | -4.3% | -4.8% |
| 30D | -0.7% | +0.1% | -0.7% | -0.7% |
| 3M | +15.3% | +24.1% | -8.8% | +14.9% |
| 6M | +8.5% | +30.1% | -21.6% | +8.0% |
| YTD | +23.4% | +16.8% | +6.7% | +23.2% |
| 1Y | +42.9% | -0.1% | +43.0% | +43.2% |
| 3Y | +22.0% | +6.8% | +15.1% | +21.5% |
| 5Y | +24.3% | -28.4% | +52.7% | +26.5% |
| All | +24.3% | -28.0% | +52.3% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling