+1,682.5%
BMY vs DVN
+1,184.0%
+498.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -0.7% | +8.0% | -8.6% | -1.5% |
| 3M | +15.3% | +11.9% | +3.4% | +13.7% |
| 6M | +8.5% | +10.6% | -2.1% | +6.9% |
| YTD | +23.4% | +35.4% | -11.9% | +18.7% |
| 1Y | +42.9% | +46.5% | -3.5% | +36.1% |
| 3Y | +22.0% | +3.0% | +19.0% | +19.4% |
| 5Y | +24.3% | +120.5% | -96.2% | +8.7% |
| 10Y | +64.6% | +62.5% | +2.1% | +36.3% |
| All | +1,682.5% | +1,184.0% | +498.4% | +1,052.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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