+13.6%
BMY vs DUOL
+1.6%
+12.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -4.8% | -7.0% | +2.2% | -4.7% |
| 30D | -0.1% | +6.7% | -6.8% | -0.1% |
| 3M | +13.1% | +16.0% | -2.9% | +13.1% |
| 6M | +8.4% | +45.4% | -37.0% | +8.5% |
| YTD | +22.0% | -18.1% | +40.1% | +22.1% |
| 1Y | +40.3% | -53.6% | +93.8% | +40.6% |
| 3Y | +20.5% | -11.0% | +31.5% | +19.0% |
| 5Y | +23.7% | -17.1% | +40.8% | +19.6% |
| All | +13.6% | +1.6% | +12.0% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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