-29.8%
DHR vs BMY
+22.8%
-52.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -5.0% | -6.4% | +1.4% | -2.9% |
| 30D | -3.3% | +0.2% | -3.6% | -3.5% |
| 3M | +9.4% | +16.0% | -6.5% | +3.7% |
| 6M | +3.2% | +8.3% | -5.2% | -0.1% |
| YTD | -12.0% | +22.2% | -34.2% | -18.4% |
| 1Y | +4.9% | +41.7% | -36.8% | -7.9% |
| 3Y | -7.4% | +20.7% | -28.1% | -15.0% |
| 5Y | -29.8% | +23.9% | -53.7% | -34.1% |
| All | -29.8% | +22.8% | -52.5% | -34.1% |
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 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