+60.7%
BMY vs DTE
+137.8%
-77.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | -4.8% | -2.6% | -2.2% | -4.0% |
| 30D | -0.1% | -4.4% | +4.3% | +1.3% |
| 3M | +13.1% | -8.3% | +21.4% | +16.3% |
| 6M | +8.4% | -8.1% | +16.5% | +11.4% |
| YTD | +22.0% | +4.4% | +17.5% | +20.2% |
| 1Y | +40.3% | +0.2% | +40.1% | +40.0% |
| 3Y | +20.5% | +42.6% | -22.1% | +7.2% |
| 5Y | +23.7% | +31.5% | -7.7% | +12.0% |
| All | +60.7% | +137.8% | -77.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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