+489.1%
DDOG vs BMY
+66.5%
+422.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +3.9% | -4.8% | +8.6% | +4.6% |
| 30D | -8.2% | -0.1% | -8.1% | -8.3% |
| 3M | -5.6% | +13.1% | -18.7% | -7.4% |
| 6M | +73.5% | +8.4% | +65.1% | +70.8% |
| YTD | +62.7% | +22.0% | +40.7% | +56.4% |
| 1Y | +59.0% | +40.3% | +18.7% | +48.6% |
| 3Y | +117.1% | +20.5% | +96.6% | +110.8% |
| 5Y | +61.3% | +23.7% | +37.6% | +48.5% |
| All | +489.1% | +66.5% | +422.6% | +247.1% |
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