+43.5%
BMY vs JD
-13.2%
+56.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +18.2% |
| 6M | +9.6% | +6.1% | +3.6% | +9.5% |
| YTD | +24.0% | -0.1% | +24.1% | +23.9% |
| All | +43.5% | -13.2% | +56.7% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling