+22.3%
BMY vs JD
-61.6%
+83.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.1% |
| 7D | -3.3% | -0.8% | -2.5% | -3.3% |
| 30D | 0.0% | -16.0% | +16.0% | +0.5% |
| 3M | +17.7% | -3.2% | +20.9% | +17.8% |
| 6M | +9.6% | +6.1% | +3.6% | +9.4% |
| YTD | +24.0% | -0.1% | +24.1% | +23.9% |
| 1Y | +45.1% | -12.7% | +57.8% | +45.5% |
| 3Y | +22.5% | -6.3% | +28.8% | +21.6% |
| 5Y | +22.3% | -61.3% | +83.6% | +21.0% |
| All | +22.3% | -61.6% | +83.9% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling