+71.1%
DDOG vs BMY
+43.4%
+27.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.6% |
| 7D | -19.1% | +1.8% | -20.9% | -18.9% |
| 30D | -39.2% | +6.2% | -45.4% | -38.7% |
| 3M | -31.6% | -2.1% | -29.4% | -31.4% |
| 6M | -10.9% | +14.3% | -25.1% | -9.8% |
| YTD | +31.2% | +21.6% | +9.6% | +32.6% |
| 1Y | -10.7% | +38.8% | -49.5% | -9.5% |
| All | +71.1% | +43.4% | +27.7% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling