+105.8%
BMY vs JD
+48.3%
+57.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.7% | -2.0% |
| 7D | +0.4% | -1.7% | +2.0% | +0.5% |
| 30D | +5.0% | -13.2% | +18.2% | +6.1% |
| 3M | +19.4% | -3.2% | +22.6% | +19.6% |
| 6M | +9.5% | +15.2% | -5.7% | +8.1% |
| YTD | +28.1% | +2.0% | +26.1% | +27.6% |
| 1Y | +50.0% | -5.4% | +55.4% | +50.0% |
| 3Y | +24.1% | -9.1% | +33.2% | +22.3% |
| 5Y | +25.0% | -59.6% | +84.6% | +28.0% |
| 10Y | +68.7% | +26.2% | +42.4% | +41.9% |
| All | +105.8% | +48.3% | +57.5% | +73.0% |
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 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