+93.3%
BMY vs JD
+52.8%
+40.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.7% |
| 7D | -0.5% | +13.4% | -13.9% | -1.5% |
| 30D | +4.1% | +7.7% | -3.6% | +3.5% |
| 3M | -2.1% | -11.3% | +9.1% | -1.3% |
| 6M | +12.2% | -5.1% | +17.3% | +12.5% |
| YTD | +20.3% | +5.0% | +15.3% | +19.5% |
| 1Y | +39.2% | -5.6% | +44.8% | +39.4% |
| 3Y | +35.6% | +17.8% | +17.8% | +31.1% |
| 5Y | +28.6% | -57.2% | +85.7% | +31.1% |
| 10Y | +73.9% | +34.8% | +39.1% | +45.4% |
| All | +93.3% | +52.8% | +40.6% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling