+62.0%
BMY vs JD
+18.8%
+43.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.0% |
| 7D | -3.3% | -0.8% | -2.5% | -3.3% |
| 30D | 0.0% | -16.0% | +16.0% | +1.1% |
| 3M | +17.7% | -3.2% | +20.9% | +17.9% |
| 6M | +9.6% | +6.1% | +3.6% | +9.0% |
| YTD | +24.0% | -0.1% | +24.1% | +23.7% |
| 1Y | +45.1% | -12.7% | +57.8% | +46.0% |
| 3Y | +22.5% | -6.3% | +28.8% | +20.7% |
| 5Y | +22.3% | -61.3% | +83.6% | +25.8% |
| 10Y | +62.0% | +17.6% | +44.3% | +36.1% |
| All | +62.0% | +18.8% | +43.2% | +36.1% |
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