+1,682.5%
BMY vs DTE
+3,490.3%
-1,807.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.1% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -0.7% | -0.5% | -0.1% | -0.5% |
| 3M | +15.3% | -6.0% | +21.4% | +17.9% |
| 6M | +8.5% | -7.2% | +15.8% | +11.5% |
| YTD | +23.4% | +7.2% | +16.3% | +20.1% |
| 1Y | +42.9% | +4.1% | +38.9% | +40.4% |
| 3Y | +22.0% | +46.9% | -24.9% | +4.8% |
| 5Y | +24.3% | +32.9% | -8.6% | +9.7% |
| 10Y | +64.6% | +144.5% | -79.9% | +10.0% |
| All | +1,682.5% | +3,490.3% | -1,807.8% | +261.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling