+58.2%
BMY vs JD
+26.7%
+31.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.8% | +5.2% | -3.4% | +1.4% |
| 30D | +6.2% | +4.5% | +1.7% | +5.9% |
| 3M | -2.1% | -15.4% | +13.3% | -1.1% |
| 6M | +14.3% | -6.0% | +20.3% | +14.6% |
| YTD | +21.6% | +2.2% | +19.4% | +21.1% |
| 1Y | +38.8% | -6.7% | +45.5% | +39.1% |
| 3Y | +42.9% | +20.5% | +22.4% | +38.4% |
| 5Y | +30.1% | -58.4% | +88.5% | +33.0% |
| 10Y | +58.2% | +32.5% | +25.7% | +32.3% |
| All | +58.2% | +26.7% | +31.5% | +32.3% |
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