+28.6%
BMY vs JD
-58.0%
+86.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.6% |
| 7D | -0.5% | +13.4% | -13.9% | -1.0% |
| 30D | +4.1% | +7.7% | -3.6% | +3.8% |
| 3M | -2.1% | -11.3% | +9.1% | -1.8% |
| 6M | +12.2% | -5.1% | +17.3% | +12.3% |
| YTD | +20.3% | +5.0% | +15.3% | +20.0% |
| 1Y | +39.2% | -5.6% | +44.8% | +39.3% |
| 3Y | +35.6% | +17.8% | +17.8% | +34.1% |
| All | +28.6% | -58.0% | +86.6% | +26.9% |
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