+60.1%
BMY vs JD
+31.5%
+28.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.7% |
| 7D | +2.1% | -4.1% | +6.2% | +2.4% |
| 30D | +7.0% | +4.6% | +2.4% | +6.6% |
| 3M | -0.9% | -4.7% | +3.9% | -0.6% |
| 6M | +14.9% | -17.4% | +32.3% | +16.3% |
| YTD | +22.8% | +0.7% | +22.1% | +22.5% |
| 1Y | +36.2% | -5.9% | +42.1% | +36.5% |
| 3Y | +45.7% | +18.9% | +26.8% | +41.2% |
| 5Y | +31.3% | -62.9% | +94.2% | +36.1% |
| All | +60.1% | +31.5% | +28.6% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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