+391.0%
DDOG vs BMY
+66.3%
+324.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | -2.3% | -2.0% | -0.3% | -2.1% |
| 30D | -35.8% | +9.3% | -45.1% | -36.7% |
| 3M | -25.3% | -0.1% | -25.2% | -25.5% |
| 6M | -8.9% | +15.5% | -24.3% | -11.2% |
| YTD | +35.6% | +21.8% | +13.8% | +30.2% |
| 1Y | -6.8% | +34.9% | -41.7% | -12.3% |
| 3Y | +77.9% | +43.2% | +34.7% | +62.3% |
| 5Y | -3.1% | +30.7% | -33.9% | -13.6% |
| All | +391.0% | +66.3% | +324.7% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 10y: compounded portfolio wealth divided by compounded BMY 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…
10y analysis · Full analysis span regression · 6 months rolling