+50.6%
DDOG vs BMY
+22.9%
+27.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.4% |
| 7D | -6.1% | -3.3% | -2.7% | -6.2% |
| 30D | -10.1% | 0.0% | -10.1% | -10.1% |
| 3M | -9.3% | +17.7% | -27.0% | -8.9% |
| 6M | +67.2% | +9.6% | +57.6% | +67.8% |
| YTD | +54.6% | +24.0% | +30.6% | +54.9% |
| 1Y | +54.1% | +45.1% | +9.0% | +54.2% |
| 3Y | +115.3% | +22.5% | +92.8% | +121.0% |
| 5Y | +50.6% | +22.3% | +28.3% | +54.7% |
| All | +50.6% | +22.9% | +27.7% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling